Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation
DOI10.3150/22-BEJ1544OpenAlexW4367300346MaRDI QIDQ6160980FDOQ6160980
Authors: Teppei Ogihara, Yuma Uehara 
Publication date: 2 June 2023
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-29/issue-3/Local-asymptotic-normality-for-ergodic-jump-diffusion-processes-via-transition/10.3150/22-BEJ1544.full
Malliavin calculusjump-diffusion processesasymptotically efficient estimatorlocal asymptotic mixed normalityasymptotically uniformly most powerful test\({L^2}\) regularity conditionthresholding techniques
Parametric inference (62Fxx) Diffusion processes (60J60) Stochastic analysis (60Hxx) Jump processes on discrete state spaces (60J74)
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