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Showing 1 to 3 of 3 for “"local asymptotic normality"”.
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Statistical analysis for discretely observed Lévy processes
… relations when t tends to zero. Then, we prove local asymptotic normality under different sampling schemes and conditions on the Lévy measure, including stable, Gamma, Normal inverse Gaussian and generalized hyperbolic Lévy processes. Furthermore, we apply our results to martingale estimating …
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Likelihood-based testing and model selection for hazard functions with unknown change-points
… for two-piece continuous hazard functions using local asymptotic normality (LAN). Finally we generalize our earlier results for abrupt changes to include covariate information using the LAN techniques. While we focus on the cases of no censoring, simple right censoring, and censoring generated by …
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Statistical inference and computation in elliptic PDE models
… distributions. The main results consist of non-asymptotic computational guarantees for Langevin-type Markov chain Monte Carlo (MCMC) algorithms which scale polynomially in key quantities such as the dimension of the model, the desired precision level, and the number of available statistical …