Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable L\'evy processes

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https://hal-upec-upem.archives-ouvertes.fr/hal-01141511
Contributor : Emmanuelle Clément <>
Submitted on : Monday, April 13, 2015 - 10:50:30 AM
Last modification on : Tuesday, May 14, 2019 - 12:46:06 PM

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  • HAL Id : hal-01141511, version 1

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Emmanuelle Clément, Arnaud Gloter. Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable L\'evy processes. Stochastic Processes and their Applications, Elsevier, 2015, 123, pp.2316-2352. ⟨hal-01141511⟩

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