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Title: | LAN property for an ergodic diffusion with jumps |
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Author: | Kohatsu, Arturo; Nualart, Eulàlia; Tran, Ngoc Khue |
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Subject(s): | -Asymptotic efficiency -Jump diffusion process -Local asymptotic normality property -Malliavin calculus |
Rights: | © 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 |
Document type: | Article Article - Accepted version |
Published by: | Taylor & Francis (Routledge) |
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