A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models-Reference-Cited by-同舟云学术

A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models

Published:2008-02 Issue:6 Volume:52 Page:2945-2965
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Giet Ludovic,Lubrano Michel

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

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