A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models. | D2R Server publishing the DBLP Bibliography Database, hosted at L3S Research Center

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dc:creator	<http://dblp.l3s.de/d2r/resource/authors/Ludovic_Giet>
dc:creator	<http://dblp.l3s.de/d2r/resource/authors/Michel_Lubrano>
foaf:homepage	<http://dx.doi.org/10.1016%2Fj.csda.2007.10.004>
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dc:identifier	DBLP journals/csda/GietL08 (xsd:string)
dc:identifier	DOI 10.1016%2Fj.csda.2007.10.004 (xsd:string)
dcterms:issued	2008 (xsd:gYear)
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rdfs:label	A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models. (xsd:string)
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swrc:pages	2945-2965 (xsd:string)
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rdfs:seeAlso	<http://dblp.uni-trier.de/db/journals/csda/csda52.html#GietL08>
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dc:title	A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models. (xsd:string)
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