Local Asymptotic Normality complexity arising in a parametric statistical Lévy Model
We consider statistical experiments associated with a L\'evy process $X$ observed along a deterministic scheme ($ i \, u_n, \,1 \leq i \leq n).$ We assume that under a probability $ \po,$ at each $t>0$, $X_t$ has a density $\gto $ regular enough relative to a parameter $\theta \in (0,+\infty).$ We prove that the sequence of the associated statistical models has the LAN property at each $\theta,$ and we investigate the case when $X$ is the product of an unknown parameter $\theta$ by an another L\'evy process $Y$ with known characteristics, by giving examples with $Y$ attracted by a stable process.
F. Bouzeffour, W. Jedidi: On the Big Hartley transform, to appear in Integral Transforms and Specia
Functions, (Q2 Scopus, Q2 JCR) (2023),…
In this paper we provide some new properties that are complementary to the book
of Schilling-Song-Vondraek
We consider statistical experiments associated with a L\'evy process $X$ observed along a deterministic scheme ($ i \, u_n, \,1 \leq i \leq n).$ We assume that under a probability $ \po,$ at…