Download or read book Estimation for Diffusion Processes Under Misspecified Models written by Ian W. McKeague and published by . This book was released on 1983 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.