On misspecifications in regularity and properties of estimators

DOI10.1214/17-EJS1385zbMath1470.62127arXiv1509.02715MaRDI QIDQ1689008

Oleg V. Chernoyarov, Andrei P. Trifonov, Yury A. Kutoyants

Publication date: 12 January 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.02715

zbMATH Keywords

regularity conditionsmaximum likelihood estimatormisspecificationchange-point type model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Markov processes: hypothesis testing (62M02)

Related Items (2)

On estimation errors in optical communication and location ⋮ Калибровка параметров модели навигационных приборов на базе волоконно-оптических гироскопов

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On cusp estimation of ergodic diffusion process
• The asymptotics of misspecified MLEs for some stochastic processes: a survey
• On parameter estimation for cusp-type signals
• Estimation of cusp location by Poisson observations
• Small noise asymptotics of the glr test for off-line change detection in misspecified diffusion processes

This page was built for publication: On misspecifications in regularity and properties of estimators