A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627)
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scientific article; zbMATH DE number 5564681
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models |
scientific article; zbMATH DE number 5564681 |
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A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (English)
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12 June 2009
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Hellinger distance
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continuous time
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nonparametric density estimation
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dependent processes
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interest rate models
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Bayesian inference
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specification tests
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