Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation
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Publication:4890042
DOI10.1080/17442509508833966zbMath0852.62075OpenAlexW2020505245MaRDI QIDQ4890042
Yury A. Kutoyants, Azzouz Dermoune
Publication date: 12 November 1996
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509508833966
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05)
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