Accession Number:

ADA149975

Title:

Estimation for Diffusion Processes under Misspecified Models,

Descriptive Note:

Corporate Author:

FLORIDA STATE UNIV TALLAHASSEE

Personal Author(s):

Report Date:

1984-01-01

Pagination or Media Count:

11.0

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 the true noise function do not coincide with those specified by the parametric model. Originator-supplied key words include Diffusion, Differential Equations.

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE