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20132021
most citedLAN property for an ergodic diffusion with jumps

2 citations · 6 across the 7 of their papers we have counts for

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math.PR2019★ 1 cited

Local asymptotic properties for the growth rate of a jump-type CIR process

Mohamed Ben Alaya, Ahmed Kebaier, Gyula Pap +1

In this paper, we consider a one-dimensional jump-type Cox-Ingersoll-Ross process driven by a Brownian motion and a subordinator, whose growth rate is an unknown parameter. Conside…