Consistent estimation of drift parameter in diffusion model with misspecified volatility function (Q2126157): Difference between revisions
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Revision as of 00:51, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimation of drift parameter in diffusion model with misspecified volatility function |
scientific article |
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Consistent estimation of drift parameter in diffusion model with misspecified volatility function (English)
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14 April 2022
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diffusion model
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drift and diffusion functions
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misspecification
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consistency
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maximum likelihood estimation
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