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Títol: | LAN property for an ergodic diffusion with jumps |
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Autor/a: | Kohatsu, Arturo; Nualart, Eulàlia; Tran, Ngoc Khue |
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Abstract: | |
Matèries: | -Asymptotic efficiency -Jump diffusion process -Local asymptotic normality property -Malliavin calculus |
Drets: | © Taylor & Francis. This is an electronic version of an article published in Kohatsu-Higa A, Nualart E, Tran NK. LAN property for an ergodic diffusion with jumps. Statistics. 2017;51(2):419-54. Statistics is available online at: http://www.tandfonline.com/doi/full/10.1080/02331888.2016.1239727 |
Tipus de document: | Article Article - Versió acceptada |
Publicat per: | Taylor & Francis (Routledge) |
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