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LAMN property for hidden processes：the case of integrated diffusions
Diffusion processes parametric estimation LAMN property Malliavin calculus non-Markovian data
2010/4/30
In this paper we prove the Local Asymptotic Mixed Normality
(LAMN) property for the statistical model given by the observation of
local means of a diffusion process X. Our data are given by
R 10 Xs...