The asymptotics of misspecified MLEs for some stochastic processes: a survey (Q1687326)
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scientific article; zbMATH DE number 6821280
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| English | The asymptotics of misspecified MLEs for some stochastic processes: a survey |
scientific article; zbMATH DE number 6821280 |
Statements
The asymptotics of misspecified MLEs for some stochastic processes: a survey (English)
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22 December 2017
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parameter estimation
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cusp-type singularity
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small noise
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misspecification in regularity
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Gaussian process
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Poisson process
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0.8836272954940796
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0.8033884167671204
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0.7762103080749512
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