Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (Q2815596)

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Asymptotic Inference for Jump Diffusions with State-Dependent Intensity
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    Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (English)
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    29 June 2016
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    jump diffusions
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    limit experiment
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    local asymptotic normality
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    state-dependent intensity
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