Ester Mariucci

most citedAsymptotic equivalence for inhomogeneous jump diffusion processes and white noise

3 citations · 3 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2014

Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case

Ester Mariucci

This paper establishes the global asymptotic equivalence, in the sense of the Le Cam $Δ$ -distance, between scalar diffusion models with unknown drift function and small variance on…

math.PR2014

L_1-distance for additive processes with time-homogeneous Lévy measures

Pierre Etore, Ester Mariucci

We give an explicit bound for the $L_{1}$ -distance between two additive processes of local characteristics $(f_{j} (\cdot), σ^{2} (\cdot), ν_{j})$ , $j = 1, 2$ . The cases $σ = 0$ and $σ > 0$ are bo…

math.PR2014★ 3 cited

Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise

Ester Mariucci

We prove the global asymptotic equivalence between the experiments generated by the discrete (high frequency) or continuous observation of a path of a time inhomogeneous jump-diffu…