Estimation for Diffusion Processes Under Misspecified Models
Author | : Ian W. McKeague |
Publisher | : |
Total Pages | : 20 |
Release | : 1983 |
ISBN-10 | : OCLC:227583302 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Estimation for Diffusion Processes Under Misspecified Models by : Ian W. McKeague
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.