Consistent estimation of drift parameter in diffusion model with misspecified volatility function (Q2126157): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An asymptotic analysis of likelihood-based diffusion model selection using high frequency data / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4002114 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimation of an Ergodic Diffusion from Discrete Observations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On Information and Sufficiency / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Variation-based tests for volatility misspecification / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimation for misspecified ergodic diffusion processes from discrete observations / rank | |||
Normal rank | |||
Latest revision as of 16:44, 28 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimation of drift parameter in diffusion model with misspecified volatility function |
scientific article |
Statements
Consistent estimation of drift parameter in diffusion model with misspecified volatility function (English)
0 references
14 April 2022
0 references
diffusion model
0 references
drift and diffusion functions
0 references
misspecification
0 references
consistency
0 references
maximum likelihood estimation
0 references
0 references
0 references
