Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178)
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scientific article; zbMATH DE number 6119798
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| English | Information ratio test for model misspecification on parametric structures in stochastic diffusion models |
scientific article; zbMATH DE number 6119798 |
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Information ratio test for model misspecification on parametric structures in stochastic diffusion models (English)
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30 December 2012
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Bartlett identity
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drift
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Godambe information
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information unbiasedness
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martingale estimating functions
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volatility
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0.8815604448318481
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0.7916160821914673
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0.7824879288673401
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0.7700851559638977
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0.766374409198761
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