## Local asymptotic normality for an ergodic diffusion with jumps

In a recent paper Eulalia Nualart with co-authors consider a multidimensional ergodic diffusion with jumps driven by a Brownian motion and a Poisson random measure associated with a compound Poisson process, whose drift coefficient depends on an unknown parameter. They show that the local asymptotic normality property holds in this case. The paper has just been accepted for publication in Statistics: A Journal of Theoretical and Applied Statistics. The arXiv version can be found here.