Volatility estimators for discretely sampled Lévy processes ,
Fisher's Information for Discretely Sampled Lvy Processes, Econometrica, vol.76, issue.4, pp.727-761, 2008. ,
DOI : 10.1111/j.1468-0262.2008.00858.x
Malliavin calculus for processes with jumps, volume 2 of Stochastics Monographs, 1987. ,
Absolute continuity for some one-dimensional processes, Bernoulli, vol.16, issue.2, pp.343-360, 2010. ,
DOI : 10.3150/09-BEJ215
URL : https://hal.archives-ouvertes.fr/hal-00693025
On the estimation of the diffusion coefficient for multidimensional diffusion processes, Ann. Inst. H. Poincaré Probab. Statist, vol.29, issue.1, pp.119-151, 1993. ,
Local Asymptotic Mixed Normality Property for Elliptic Diffusion: A Malliavin Calculus Approach, Bernoulli, vol.7, issue.6, pp.899-912, 2001. ,
DOI : 10.2307/3318625
A characterization of limiting distributions of regular estimates, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.10, issue.4, pp.323-330, 1969. ,
DOI : 10.1007/BF00533669
Malliavin calculus on the Wiener???Poisson space and its application to canonical SDE with jumps, Stochastic Processes and their Applications, vol.116, issue.12, pp.1743-1769, 2006. ,
DOI : 10.1016/j.spa.2006.04.013
The Euler scheme for Lévy driven stochastic differential equations: limit theorems ,
On the asymptotic theory of estimation when the limit of the log-likelihood ratios is mixed normal. Sankhy¯ a Ser, pp.173-212, 1982. ,
Some asymptotic properties of risk functions when the limit of the experiment is mixed normal. Sankhy¯ a Ser. A, pp.66-87, 1983. ,
On the local asymptotic behavior of the likelihood function for Meixner L??vy processes under high-frequency sampling, Statistics & Probability Letters, vol.81, issue.4, pp.460-469, 2011. ,
DOI : 10.1016/j.spl.2010.12.011
Local asymptotic normality for normal inverse Gaussian L??vy processes with high-frequency sampling, ESAIM: Probability and Statistics, vol.17, pp.13-32, 2013. ,
DOI : 10.1051/ps/2011101
Markov processes, semigroups and generators, 2011. ,
Asymptotics in statistics, 1990. ,
Joint Estimation of Discretely Observed Stable L^|^eacute;vy Processes with Symmetric L^|^eacute;vy Density, JOURNAL OF THE JAPAN STATISTICAL SOCIETY, vol.39, issue.1, pp.49-75, 2009. ,
DOI : 10.14490/jjss.39.49
On the existence of smooth densities for jump processes. Probab. Theory Related Fields, pp.481-511, 1996. ,