Pages that link to "Item:Q467698"
From MaRDI portal
The following pages link to LAN property for a simple Lévy process (Q467698):
Displaying 8 items.
- LAN property for discretely observed solutions to Lévy driven SDE's (Q486863) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes (Q2342396) (← links)
- Statistical analysis for discretely observed Lévy processes (Q2767616) (← links)
- LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process (Q4967796) (← links)
- LAN property for an ergodic diffusion with jumps (Q5280372) (← links)
- LAN property for an ergodic Ornstein–Uhlenbeck process with Poisson jumps (Q5367278) (← links)
- LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686) (← links)