LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686)
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scientific article; zbMATH DE number 7698955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LAMN property for jump diffusion processes with discrete observations on a fixed time interval |
scientific article; zbMATH DE number 7698955 |
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LAMN property for jump diffusion processes with discrete observations on a fixed time interval (English)
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20 June 2023
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fixed time interval
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high frequency observation
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LAMN property
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Malliavin calculus
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parameter estimation
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jump diffusion process
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