Local asymptotic normality for mixed fractional Ornstein-Uhlenbeck process under high-frequency observation
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| _version_ | 1866910056401862656 |
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| author | Cai, Chunhao Shang, Yiwu Zhang, Cong |
| author_facet | Cai, Chunhao Shang, Yiwu Zhang, Cong |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_16785 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Local asymptotic normality for mixed fractional Ornstein-Uhlenbeck process under high-frequency observation Cai, Chunhao Shang, Yiwu Zhang, Cong Statistics Theory 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. |
| title | Local asymptotic normality for mixed fractional Ornstein-Uhlenbeck process under high-frequency observation |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2603.16785 |