Pages that link to "Item:Q2636938"
From MaRDI portal
The following pages link to Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938):
Displaying 10 items.
- Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
- LAN property for a simple Lévy process (Q467698) (← links)
- Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Asymptotic inference for jump diffusions with state-dependent intensity (Q2815596) (← links)
- Optimal statistical inference for subdiffusion processes (Q5052738) (← 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)
