A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation

Peter Grandits () and Grigory Temnov

Finance and Stochastics, 2010, vol. 14, issue 4, 569-591

Keywords: ML estimation; Global consistency; Pareto distribution; Misspecified model; Inflation; 62F12; 91B70; C60 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s00780-010-0126-8

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