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most citedSchwartz type model selection for ergodic stochastic differential equation models

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math.ST2021

Local Asymptotic Mixed Normality via Transition Density Approximation and an Application to Ergodic Jump-Diffusion Processes

Teppei Ogihara, Yuma Uehara

We study sufficient conditions for local asymptotic mixed normality. We weaken the sufficient conditions in Theorem 1 of Jeganathan (Sankhya Ser. A 1982) so that they can be applie…