Minimum density power divergence estimator for diffusion processes (Q1934487)
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scientific article; zbMATH DE number 6131990
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| English | Minimum density power divergence estimator for diffusion processes |
scientific article; zbMATH DE number 6131990 |
Statements
Minimum density power divergence estimator for diffusion processes (English)
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28 January 2013
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diffusion processes
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Ornstein-Uhlenbeck process
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minimum density power divergence estimator
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discretely observed sample
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robustness
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0.8661592602729797
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0.8440292477607727
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0.8374036550521851
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0.8116119503974915
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0.8074148893356323
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