Consistent estimation of drift parameter in diffusion model with misspecified volatility function (Q2126157)
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scientific article; zbMATH DE number 7508042
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| English | Consistent estimation of drift parameter in diffusion model with misspecified volatility function |
scientific article; zbMATH DE number 7508042 |
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Consistent estimation of drift parameter in diffusion model with misspecified volatility function (English)
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14 April 2022
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diffusion model
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drift and diffusion functions
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misspecification
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consistency
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maximum likelihood estimation
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0.817662239074707
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0.8013797402381897
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0.800179123878479
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0.7994368076324463
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0.7901983261108398
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