"A minimum Hellinger distance estimator for stochastic differential ..."

Ludovic Giet, Michel Lubrano (2008)

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DOI: 10.1016/J.CSDA.2007.10.004

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type: Journal Article

metadata version: 2020-02-18

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Ludovic Giet, Michel Lubrano:
A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models. Comput. Stat. Data Anal. 52(6): 2945-2965 (2008)

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