On misspecifications in regularity and properties of estimators (Q1689008): Difference between revisions

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-Q1678524
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+Yury A. Kutoyants
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+MaRDI publication profile
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+.02715
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+Small noise asymptotics of the glr test for off-line change detection in misspecified diffusion processes
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+On parameter estimation for cusp-type signals
@@ Property / cites work: On parameter estimation for cusp-type signals / rank @@
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+Estimation of cusp location by Poisson observations
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+On cusp estimation of ergodic diffusion process
@@ Property / cites work: On cusp estimation of ergodic diffusion process / rank @@
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@@ Property / cites work @@
+Q4101231
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+Q3920437
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+Q4841576
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+The asymptotics of misspecified MLEs for some stochastic processes: a survey
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+Publication:1689008