Estimation for misspecified ergodic diffusion processes from discrete observations (Q4918493)
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scientific article; zbMATH DE number 6157518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for misspecified ergodic diffusion processes from discrete observations |
scientific article; zbMATH DE number 6157518 |
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Estimation for misspecified ergodic diffusion processes from discrete observations (English)
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25 April 2013
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diffusion process
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misspecified model
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discrete time observations
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minimum contrast estimator
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rate of convergence
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