Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (Q6137819)
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scientific article; zbMATH DE number 7733972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme |
scientific article; zbMATH DE number 7733972 |
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Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (English)
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4 September 2023
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diffusion processes
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Euler's scheme
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Hellinger distance
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almost sure consistence
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asymptotic normality
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