LAN property for an ergodic Ornstein–Uhlenbeck process with Poisson jumps
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Publication:5367278
DOI10.1080/03610926.2016.1167908zbMath1372.60077arXiv1506.07270OpenAlexW2207799456MaRDI QIDQ5367278
Publication date: 12 October 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.07270
Malliavin calculusparametric estimationlocal asymptotic normality propertyOrnstein-Uhlenbeck process with jumps
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