On the minimum distance estimation of the density for a diffusion process
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Cites work
- A note on minimum distance estimates
- Adaptive parameter estimation for a general dynamical system with unknown states
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- Minimum Hellinger distance estimates for parametric models
- On minimum uniform metric estimate of parameters of diffusion-type processes
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- Parametric estimation of a diffusion process with delays
- Semiparametric estimation for dynamical systems with small noise.
- Semiparametric hypotheses testing for dynamical systems with small noise
- Statistical inference for stochastic differential equations with small noises
- The Minimum Distance Method
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