Title of article
A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models
Author/Authors
Ludovic Giet، نويسنده , , Michel Lubrano، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
21
From page
2945
To page
2965
Keywords
Continuous time , Dependent processes , Bayesianinference , Interest rate models , Non-parametric density estimation , Specification tests , Hellinger distance
Journal title
Computational Statistics and Data Analysis
Serial Year
2008
Journal title
Computational Statistics and Data Analysis
Record number
145725
Link To Document