The asymptotics of misspecified MLEs for some stochastic processes: a survey (Q1687326)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The asymptotics of misspecified MLEs for some stochastic processes: a survey |
scientific article |
Statements
The asymptotics of misspecified MLEs for some stochastic processes: a survey (English)
0 references
22 December 2017
0 references
parameter estimation
0 references
cusp-type singularity
0 references
small noise
0 references
misspecification in regularity
0 references
Gaussian process
0 references
Poisson process
0 references