Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion

Autor:	M. N. Mishra, B. L. S. Prakasa Rao
Rok vydání:	2022
Předmět:	Statistics and Probability Applied Mathematics Statistics Probability and Uncertainty
Zdroj:	Stochastic Analysis and Applications. :1-17
ISSN:	1532-9356 0736-2994
DOI:	10.1080/07362994.2022.2140677
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::b2cc2ba05c3a3d4d2fceb4c4caaee426 https://doi.org/10.1080/07362994.2022.2140677 Zobrazit plný text záznamu