The application of minimum Hellinger distance method in parametric estimation of diffusion processes -- Based on the estimation of transition density (Q4574769)
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scientific article; zbMATH DE number 6907131
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| English | The application of minimum Hellinger distance method in parametric estimation of diffusion processes -- Based on the estimation of transition density |
scientific article; zbMATH DE number 6907131 |
Statements
18 July 2018
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diffusion process
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transition density
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nonparametric estimator
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minimum Hellinger distance
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parametric estimation
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0.897369921207428
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0.8814597725868225
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0.8279786109924316
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0.797551691532135
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