Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178)
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scientific article; zbMATH DE number 6119798
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information ratio test for model misspecification on parametric structures in stochastic diffusion models |
scientific article; zbMATH DE number 6119798 |
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Information ratio test for model misspecification on parametric structures in stochastic diffusion models (English)
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30 December 2012
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Bartlett identity
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drift
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Godambe information
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information unbiasedness
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martingale estimating functions
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volatility
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