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Browsing Articles (Departament d'Economia) by Subject "Asymptotic efficiency"

Browsing Articles (Departament d'Economia) by Subject "Asymptotic efficiency"

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  • Kohatsu, Arturo; Nualart, Eulàlia; Tran, Ngoc Khue (Taylor & Francis (Routledge), 2017)
    In this paper, we consider a multidimensional ergodic diffusion with jumps driven by a Brownian motion and a Poisson random measure associated with a compound Poisson process, whose drift coefficient depends on an unknown ...

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