Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion (Q6065384)
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scientific article; zbMATH DE number 7775334
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| English | Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion |
scientific article; zbMATH DE number 7775334 |
Statements
Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion (English)
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11 December 2023
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misspecified model
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stochastic differential equation
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cusp-type signal
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fractional Brownian motion
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maximum likelihood estimation
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0.8013111352920532
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0.7837357521057129
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0.7686928510665894
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0.753136157989502
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