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Local Asymptotic Mixed Normality via Transition Density Approximation
  and an Application to Ergodic Jump-Diffusion Processes

Local Asymptotic Mixed Normality via Transition Density Approximation and an Application to Ergodic Jump-Diffusion Processes

1 May 2021
Teppei Ogihara
Yuma Uehara
ArXiv (abs)PDFHTML

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
Asymptotic lower bounds in estimating jumps
E. Clément
S. Delattre
A. Gloter
43
19
0
01 Jul 2014
Efficient maximum likelihood estimation for Lévy-driven
  Ornstein-Uhlenbeck processes
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
H. Mai
57
44
0
12 Mar 2014
1