The asymptotics of misspecified MLEs for some stochastic processes: a survey
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DOI: 10.1007/s11203-017-9162-8
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References listed on IDEAS
- Stigler, Stephen M., 2010. "The Changing History of Robustness," The American Statistician, American Statistical Association, vol. 64(4), pages 277-281.
- S. Dachian, 2003. "Estimation of Cusp Location by Poisson Observations," Statistical Inference for Stochastic Processes, Springer, vol. 6(1), pages 1-14, January.
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Cited by:
- Uehara, Yuma, 2019. "Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models," Stochastic Processes and their Applications, Elsevier, vol. 129(10), pages 4051-4081.
- O. V. Chernoyarov & S. Dachian & Yu. A. Kutoyants, 2020. "Poisson source localization on the plane: cusp case," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(5), pages 1137-1157, October.
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Keywords
Parameter estimation; Cusp-type singularity; Small noise; Misspecification in regularity; Gaussian process; Poisson process;All these keywords.
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