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2105.00284
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Local Asymptotic Mixed Normality via Transition Density Approximation and an Application to Ergodic Jump-Diffusion Processes
1 May 2021
Teppei Ogihara
Yuma Uehara
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ArXiv (abs)
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Papers citing
"Local Asymptotic Mixed Normality via Transition Density Approximation and an Application to Ergodic Jump-Diffusion Processes"
2 / 2 papers shown
Title
Asymptotic lower bounds in estimating jumps
E. Clément
S. Delattre
A. Gloter
41
19
0
01 Jul 2014
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
H. Mai
57
44
0
12 Mar 2014
1