Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions-Reference-Cited by-同舟云学术

Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions

Published:2024-05-01 Issue:2 Volume:30 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Fukasawa Masaaki¹,Ogihara Teppei²

Affiliation:

1. Graduate School of Engineering Science, Osaka University, 1-3 Machikaneyama, Toyonaka, Osaka 560–8531, Japan

2. Graduate School of Information Science and Technology, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113–8656, Japan

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Reference20 articles.

1. Gobet, E. (2001). Local asymptotic mixed normality property for elliptic diffusion: A Malliavin calculus approach. Bernoulli 7 899–912. 10.2307/3318625

2. Gobet, E. (2002). LAN property for ergodic diffusions with discrete observations. Ann. Inst. Henri Poincaré Probab. Stat. 38 711–737. 10.1016/S0246-0203(02)01107-X

3. Hájek, J. (1969/70). A characterization of limiting distributions of regular estimates. Z. Wahrsch. Verw. Gebiete 14 323–330. 10.1007/BF00533669

4. Jeganathan, P. (1982). On the asymptotic theory of estimation when the limit of the log-likelihood ratios is mixed normal. Sankhyā Ser. A 44 173–212.

5. Kohatsu-Higa, A., Nualart, E. and Tran, N.K. (2017). LAN property for an ergodic diffusion with jumps. Statistics 51 419–454. 10.1080/02331888.2016.1239727

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions;Bernoulli;2024-05-01