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LAN property for an ergodic diffusion with jumps - MaRDI portal

LAN property for an ergodic diffusion with jumps (Q5280372)

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scientific article; zbMATH DE number 6750741
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English
LAN property for an ergodic diffusion with jumps
scientific article; zbMATH DE number 6750741

    Statements

    title
    LAN property for an ergodic diffusion with jumps (English)
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    author
    Ngoc Khue Tran
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    Arturo Kohatsu-Higa
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    Eulalia Nualart
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    published in
    Statistics
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    publication date
    20 July 2017
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    zbMATH Keywords
    jump-diffusion process
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    local asymptotic normality
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    asymptotic efficiency
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    Malliavin calculus
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    Brownian motion
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    Poisson random measure
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    cites work
    Q4937701
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    60J75
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    60H10
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    60H07
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    60J65
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    60G57
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    60G55
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    62F12
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    62M05
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    zbMATH DE Number
    6750741
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    OpenAlex ID
    W2345226953
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    arXiv ID
    1506.00776
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