Ngoc Khue Tran

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
LAMN property for jump diffusion processes with discrete observations on a fixed time interval Journal of Statistical Planning and Inference	2023-06-20	Paper
Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients Computational and Applied Mathematics	2022-09-26	Paper
LAMN property for multivariate inhomogeneous diffusions with discrete observations Electronic Journal of Statistics	2022-08-31	Paper
Density estimates for jump diffusion processes Applied Mathematics and Computation	2022-03-03	Paper
Local asymptotic properties for Cox-Ingersoll-Ross process with discrete observations Scandinavian Journal of Statistics	2021-06-22	Paper
Density estimates for jump diffusion processes (available as arXiv preprint)	2021-04-25	Paper
Local asymptotic properties for the growth rate of a jump-type CIR process	2019-02-28	Paper
LAN property for an ergodic Ornstein-Uhlenbeck process with Poisson jumps Communications in Statistics: Theory and Methods	2017-10-12	Paper
LAN property for an ergodic diffusion with jumps Statistics	2017-07-20	Paper
LAN property for an ergodic diffusion with jumps Statistics	2017-07-20	Paper
LAN property for a simple Lévy process Comptes Rendus. Mathématique. Académie des Sciences, Paris	2014-11-04	Paper
On the LAMN property for continuous observations of some diffusion processes with jumps	2013-04-29	Paper
On the infinite time horizon approximation for L\'evy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients (available as arXiv preprint)	N/A	Paper

Research outcomes over time

This page was built for person: Ngoc Khue Tran