Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation (Q4890042)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation |
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 |
Statements
Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation (English)
0 references
12 November 1996
0 references
misspecification
0 references
maximum likelihood estimate
0 references
Malliavin calculus
0 references
asymptotic expansion
0 references
