Minimum density power divergence estimator for diffusion processes (Q1934487): Difference between revisions

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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+Robust and efficient estimation by minimising a density power divergence
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+Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
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+Minimum Hellinger distance estimates for parametric models
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+Minimum distance density-based estimation
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+Estimation of the coefficients of a diffusion from discrete observations
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+Approximate discrete-time schemes for statistics of diffusion processes
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+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
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+Q3911791
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+Q3920437
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+Statistical inference for ergodic diffusion processes.
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+Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
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+Q4947392
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+Minimum Hellinger Distance Estimation for the Analysis of Count Data
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+Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
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+Estimation for diffusion processes from discrete observation
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