The asymptotics of misspecified MLEs for some stochastic processes: a survey

DOI10.1007/S11203-017-9162-8OpenAlexW2614878517MaRDI QIDQ1687326

Yury A. Kutoyants

Publication date: 22 December 2017

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-017-9162-8

zbMATH Keywords

parameter estimationGaussian processPoisson processsmall noisecusp-type singularitymisspecification in regularity

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Markov processes: hypothesis testing (62M02)

Related Items (4)

Estimation of cusp location of stochastic processes: a survey ⋮ On misspecifications in regularity and properties of estimators ⋮ Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models ⋮ Poisson source localization on the plane: cusp case

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Statistical inference for spatial Poisson processes
• On parameter estimation for cusp-type signals
• Estimation of cusp location by Poisson observations
• Robust Statistics

This page was built for publication: The asymptotics of misspecified MLEs for some stochastic processes: a survey