LAN property for an ergodic Ornstein-Uhlenbeck process with Poisson jumps (Q5367278)
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scientific article; zbMATH DE number 6790727
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| English | LAN property for an ergodic Ornstein-Uhlenbeck process with Poisson jumps |
scientific article; zbMATH DE number 6790727 |
Statements
LAN property for an ergodic Ornstein–Uhlenbeck process with Poisson jumps (English)
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12 October 2017
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local asymptotic normality property
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Malliavin calculus
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Ornstein-Uhlenbeck process with jumps
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parametric estimation
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0.893804132938385
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0.8622209429740906
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0.8377411365509033
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0.8053197860717773
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