Estimation for misspecified ergodic diffusion processes from discrete observations

Author: Uchida Masayuki   Yoshida Nakahiro  

Publisher: Edp Sciences

E-ISSN: 1262-3318|15|issue|270-290

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.15, Iss.issue, 2012-01, pp. : 270-290

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Abstract