Pages that link to "Item:Q5280372"
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The following pages link to LAN property for an ergodic diffusion with jumps (Q5280372):
Displayed 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)