Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation (Q4890042)
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scientific article; zbMATH DE number 915166
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| English | Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation |
scientific article; zbMATH DE number 915166 |
Statements
Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation (English)
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12 November 1996
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misspecification
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maximum likelihood estimate
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Malliavin calculus
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asymptotic expansion
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0.8185201287269592
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0.8173280954360962
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0.7984301447868347
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0.7964141964912415
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