Local asymptotic normality for mixed fractional Ornstein-Uhlenbeck process under high-frequency observation
作者
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Chunhao Cai, Yiwu Shang, Cong Zhang
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2026
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英国United Kingdom
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This paper consider the LAN property for the mixed O-U process under high-frequency observation when H>3/4. As considered in mixed fractional Brownian motion, we will also use the projection step to get the non-diagonal rate matrix.
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