  The problem of parameter estimation by the continuous time observations of a
deterministic signal in white gaussian noise is considered. The asymptotic
properties of the maximul likelihood estimator are described in the asymptotics
of small noise (large siglal-to-noise ratio). We are interested by the
situation when there is a misspecification in the regularity conditions. In
particular it is supposed that the statistician uses a discontinuous
(change-point type) model of signal, when the true signal is continuously
differentiable function of the unknown parameter.
