A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models - researchr publication authors

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Ludovic Giet, Michel Lubrano. A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models. Computational Statistics & Data Analysis, 52(6):2945-2965, 2008. [doi]

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