Asymptotic lower bounds in estimating jumps
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Publication:395992
DOI10.3150/13-BEJ515zbMath1401.62136arXiv1407.0241OpenAlexW3103298909MaRDI QIDQ395992
Emmanuelle Clément, Sylvain Delattre, Arnaud Gloter
Publication date: 8 August 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.0241
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Related Items (7)
Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes ⋮ LAN property for an ergodic diffusion with jumps ⋮ Optimal estimation of the supremum and occupation times of a self-similar Lévy process ⋮ LAMN property for jump diffusion processes with discrete observations on a fixed time interval ⋮ Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation ⋮ LAN property for a simple Lévy process ⋮ Time endogeneity and an optimal weight function in pre-averaging covariance estimation
Cites Work
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