A Minimum Distance Estimator Approach for Misspecified Ergodic Processes

MaRDI QIDQ7181130arXivFDO

Authors Jaroslav I. Borodavka, Sebastian Krumscheid, Grigorios A. Pavliotis

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and prediction (62M20)

arXiv classification

stat.ME

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