Parameter estimation of one-dimensional diffusion process by minimum Hellinger distance method

DOI10.1515/ROSE-2013-0019MaRDI QIDQ2873161zbMATH OpenOpenAlexFDO

Authors Julien Apala N'drin, Ouagnina Hili

Publication date 23 January 2014

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2013-0019

zbMATH Keywords

asymptotic normalityconsistencygeometric ergodicity\(\alpha\)-mixing processHellinger distance estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Estimation in multivariate analysis (62H12) Strong limit theorems (60F15)

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