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20072021
most citedUniform LAN property of locally stable Lévy process observed at high frequency

8 citations · 12 across the 7 of their papers we have counts for

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math.ST2013★ 2 cited

LAN property for families of distributions of solutions to Levy driven SDE's

Dmytro Ivanenko, Alexey Kulik

The LAN property is proved in the statistical model based on discrete-time observations of a solution to a Lévy driven SDE. The proof is based on a general sufficient condition for…