Pages that link to "Item:Q395992"

The following pages link to Asymptotic lower bounds in estimating jumps (Q395992):

Displaying 7 items.

• Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
• LAN property for a simple Lévy process (Q467698) (← links)
• Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444) (← links)
• Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
• LAN property for an ergodic diffusion with jumps (Q5280372) (← links)
• LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686) (← links)
• Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)