LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686)
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scientific article; zbMATH DE number 7698955
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | LAMN property for jump diffusion processes with discrete observations on a fixed time interval |
scientific article; zbMATH DE number 7698955 |
Statements
LAMN property for jump diffusion processes with discrete observations on a fixed time interval (English)
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20 June 2023
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fixed time interval
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high frequency observation
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LAMN property
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Malliavin calculus
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parameter estimation
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jump diffusion process
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0.908200979232788
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0.8412163853645325
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0.8349385857582092
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0.8331237435340881
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0.8329042196273804
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