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
Keywords :
Continuous time , Dependent processes , Bayesianinference , Interest rate models , Non-parametric density estimation , Specification tests , Hellinger distance
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
