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- W4319430015 abstract "We study the problem of misspecification when the model proposed by the statistician (theoretical model) has a cusp-type singularity in the drift but the real model has a smooth drift function and the driving force is a fractional Brownian motion. AMS subject classification: Primary 60G22; Secondary 62M09" @default.
- W4319430015 created "2023-02-09" @default.
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- W4319430015 date "2022-11-01" @default.
- W4319430015 modified "2023-10-16" @default.
- W4319430015 title "Estimation for a Misspecified Cusp-Type Signal Driven by a Fractional Brownian Motion" @default.
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- W4319430015 doi "https://doi.org/10.1177/00080683221139081" @default.
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