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]
@article{GietL08,
title = {A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models},
author = {Ludovic Giet and Michel Lubrano},
year = {2008},
doi = {10.1016/j.csda.2007.10.004},
url = {http://dx.doi.org/10.1016/j.csda.2007.10.004},
researchr = {https://researchr.org/publication/GietL08},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {52},
number = {6},
pages = {2945-2965},
}