Pages that link to "Item:Q961438"
From MaRDI portal
The following pages link to Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438):
Displaying 8 items.
- Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models (Q288106) (← links)
- Minimum distance estimation in a finite mixture regression model (Q391814) (← links)
- Efficient Hellinger distance estimates for semiparametric models (Q413737) (← links)
- A hybrid data cloning maximum likelihood estimator for stochastic volatility models (Q1695565) (← links)
- Robust small sample accurate inference in moment condition models (Q1927103) (← links)
- One-step minimum Hellinger distance estimation (Q1942895) (← links)
- Profile Hellinger distance estimation (Q3462118) (← links)
- GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
