On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations
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Bibliographic InfoPaper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-153217.
Date of creation: 1986
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Publication status: Published in Statistica Neerlandica (1986) v.40, p.169-188
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- Giet, Ludovic & Lubrano, Michel, 2008. "A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2945-2965, February.
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