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dc.contributor.author | Kohatsu, Arturo |
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dc.contributor.author | Nualart, Eulàlia |
dc.contributor.author | Tran, Ngoc Khue |
dc.date | 2017 |
dc.identifier.citation | Kohatsu-Higa A, Nualart E, Tran NK. LAN property for an ergodic diffusion with jumps. Statistics. 2017;51(2): 419-54. DOI: 10.1080/02331888.2016.1239727 |
dc.identifier.citation | 0233-1888 |
dc.identifier.citation | http://dx.doi.org/10.1080/02331888.2016.1239727 |
dc.identifier.uri | http://hdl.handle.net/10230/34701 |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Taylor & Francis (Routledge) |
dc.relation | Statistics. 2017;51(2): 419-54. |
dc.relation | info:eu-repo/grantAgreement/EC/FP7/333938 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.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 |
dc.subject | Asymptotic efficiency |
dc.subject | Jump diffusion process |
dc.subject | Local asymptotic normality property |
dc.subject | Malliavin calculus |
dc.title | LAN property for an ergodic diffusion with jumps |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract | |
dc.description.abstract |