Parameter estimation of one-dimensional diffusion process by minimum Hellinger distance method (Q2873161)
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scientific article; zbMATH DE number 6249535
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| English | Parameter estimation of one-dimensional diffusion process by minimum Hellinger distance method |
scientific article; zbMATH DE number 6249535 |
Statements
Parameter estimation of one-dimensional diffusion process by minimum Hellinger distance method (English)
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23 January 2014
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Hellinger distance estimation
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geometric ergodicity
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\(\alpha\)-mixing process
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consistency
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asymptotic normality
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0.897369921207428
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0.8970452547073364
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0.8393652439117432
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