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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"

1 / 1 papers shown
Title
Efficient maximum likelihood estimation for Lévy-driven
  Ornstein-Uhlenbeck processes
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
H. Mai
74
44
0
12 Mar 2014
1