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…
math.PR2013★ 1 cited
Malliavin calculus approach to statistical inference for Levy driven SDE's
D. O. Ivanenko, A. M. Kulik
By means of the Malliavin calculus, integral representations for the likelihood function and for the derivative of the log-likelihood function are given for a model based on discre…