Estimation for diffusion processes under misspecified models (Q3218962)
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scientific article; zbMATH DE number 3885155
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| English | Estimation for diffusion processes under misspecified models |
scientific article; zbMATH DE number 3885155 |
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Estimation for diffusion processes under misspecified models (English)
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1984
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robustness
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asymptotic normality
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stationary ergodic diffusion process
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standard Wiener process
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parametric model
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drift
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noise
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maximum likelihood estimator
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0.92137194
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0.91950816
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0.9187195
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0.91529053
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