Estimation for Diffusion Processes under Misspecified Models,
FLORIDA STATE UNIV TALLAHASSEE
Pagination or Media Count:
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 the true noise function do not coincide with those specified by the parametric model. Originator-supplied key words include Diffusion, Differential Equations.
- Numerical Mathematics