Pages that link to "Item:Q5280372"

The following pages link to LAN property for an ergodic diffusion with jumps (Q5280372):

Displaying 6 items.

• Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
• Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
• Estimating functions for jump-diffusions (Q2274300) (← links)
• LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686) (← links)
• Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions (Q6120824) (← links)
• Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)