Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation (Q4890042)
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scientific article; zbMATH DE number 915166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation |
scientific article; zbMATH DE number 915166 |
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Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation (English)
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12 November 1996
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misspecification
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maximum likelihood estimate
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Malliavin calculus
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asymptotic expansion
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