Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980)
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scientific article; zbMATH DE number 7691584
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| English | Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation |
scientific article; zbMATH DE number 7691584 |
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Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (English)
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2 June 2023
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asymptotically efficient estimator
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asymptotically uniformly most powerful test
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jump-diffusion processes
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\({L^2}\) regularity condition
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local asymptotic mixed normality
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Malliavin calculus
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thresholding techniques
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