In this article, we consider an ergodic Ornstein–Uhlenbeck process with jumps driven by a
Brownian motion and a compensated Poisson process, whose drift and diffusion coefficients …

In this paper, we consider a multidimensional ergodic diffusion with jumps driven by a
Brownian motion and a Poisson random measure associated with a compound Poisson …

In this paper we present new theoretical results on optimal estimation of certain random
quantities based on high frequency observations of a Lévy process. More specifically, we …

Local asymptotic normality for ergodic jump-diffusion processes via transition density
approximation Page 1 Bernoulli 29(3), 2023, 2342–2366 https://doi.org/10.3150/22-BEJ1544 …

In this paper we present new theoretical results on optimal estimation of certain random
quantities based on high frequency observations of a L\'evy process. More specifically, we …

We establish a central limit theorem for a class of pre-averaging covariance estimators in a
general endogenous time setting. In particular, we show that the time endogeneity has no …

In this paper, we consider a simple Lévy process given by a Brownian motion and a
compensated Poisson process, whose drift and diffusion parameters as well as its intensity …

In this paper, we consider a one‐dimensional Cox‐Ingersoll‐Ross (CIR) process whose drift
coefficient depends on unknown parameters. Considering the process discretely observed …

We consider n equidistributed random functions, defined on [0, 1], and admitting fixed or
random jumps, the context being D [0, 1]-valued ARMA (1, 1) processes. We begin with …

We consider a one-dimensional stochastic differential equation with jumps driven by a
Brownian motion and an independent Lévy process with finite Lévy measure, whose drift …