Misspecified diffusion models with high-frequency observations and an application to neural networks (Q2239259)
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scientific article
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| English | Misspecified diffusion models with high-frequency observations and an application to neural networks |
scientific article |
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Misspecified diffusion models with high-frequency observations and an application to neural networks (English)
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3 November 2021
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diffusion processes
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high-frequency data
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market microstructure noise
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maximum-likelihood-type estimation
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misspecified model
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neural network
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0.86402977
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0.86171746
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0.8595356
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0.85202384
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0.8490619
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0.8475118
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0.8448292
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0.8390611
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0.83737606
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