Accession Number:

ADA128799

Title:

Estimation for Diffusion Processes under Misspecified Models.

Descriptive Note:

Technical rept.,

Corporate Author:

FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s):

Report Date:

1983-03-01

Pagination or Media Count:

20.0

Abstract:

The asymptotic behavior of the maximum likelihood estimator of a parameter in the drift term of a stationary ergodic diffusion process is studied under conditions in which the true drift function and true noise function do not coincide with those specified by the parametric model.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE