Local Asymptotic Normality Complexity Arising in a Parametric Statistical Lévy Model

We consider statistical experiments associated with a Lévy process X=Xtt≥0 observed along a deterministic scheme iun, 1≤i≤n. We assume that under a probability ℙθ, the r.v. Xt, t>0, has a probability density function >o, which is regular enough relative to a parameter θ∈0,∞. We prove that the...