Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling |
scientific article |
Statements
Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (English)
0 references
18 February 2014
0 references
Fisher information
0 references
high frequency
0 references
Malliavin calculus
0 references
Lévy process
0 references
optimal estimation
0 references
rate of convergence
0 references
