Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (Q6137819)
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scientific article; zbMATH DE number 7733972
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| English | Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme |
scientific article; zbMATH DE number 7733972 |
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Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (English)
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4 September 2023
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diffusion processes
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Euler's scheme
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Hellinger distance
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almost sure consistence
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asymptotic normality
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0.8970452547073364
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0.8814597725868225
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0.8309102058410645
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0.8183252811431885
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