Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938): Difference between revisions
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Revision as of 23:30, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling |
scientific article |
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Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (English)
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18 February 2014
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Fisher information
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high frequency
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Malliavin calculus
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Lévy process
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optimal estimation
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rate of convergence
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