Pages that link to "Item:Q1023627"
From MaRDI portal
The following pages link to A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627):
Displaying 6 items.
- A probabilistic graphical model based stochastic input model construction (Q349388) (← links)
- On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
- Bayesian inference for the proportion of true null hypotheses using minimum Hellinger distance (Q665031) (← links)
- Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
- Divergences test statistics for discretely observed diffusion processes (Q963864) (← links)
- Editorial: Special issue on statistical and computational methods in finance (Q1023614) (← links)