Estimation for misspecified ergodic diffusion processes from discrete observations
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Publication:4918493
DOI10.1051/PS/2010001zbMath1395.62258OpenAlexW2163221674MaRDI QIDQ4918493
Nakahiro Yoshida, Masayuki Uchida
Publication date: 25 April 2013
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2010001
rate of convergencediffusion processdiscrete time observationsminimum contrast estimatormisspecified model
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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