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

Ludovic Giet، نويسنده , , Michel Lubrano، نويسنده ,

روزنامه با شماره پیاپی سال 2008

21

2945

2965

Non-parametric density estimation , Continuous time , Interest rate models , Specification tests , Dependent processes , Bayesianinference , Hellinger distance

Computational Statistics and Data Analysis

2008

Computational Statistics and Data Analysis

308404