Consistent estimation of drift parameter in diffusion model with misspecified volatility function (Q2126157)
From MaRDI portal
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