Minimum density power divergence estimator for diffusion processes
DOI10.1007/S10463-012-0366-9zbMath1441.62219OpenAlexW1987188402MaRDI QIDQ1934487
Publication date: 28 January 2013
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-012-0366-9
robustnessOrnstein-Uhlenbeck processdiffusion processesminimum density power divergence estimatordiscretely observed sample
Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
Related Items (4)
Cites Work
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