%0 Journal Article
%T Second derivative of the log-likelihood in the model given by a Levy driven stochastic differential equations
%A D. O. Ivanenko
%J Mathematics
%D 2014
%I arXiv
%X By means of the Malliavin calculus, integral representation for the second derivative of the loglikelihood function are given for a model based on discrete time observations of the solution to SDE driven by a Levy process.
%U http://arxiv.org/abs/1410.2880v1