Simulated Minimum Hellinger Distance Estimation for Some Continuous Financial and Actuarial Models

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ISSN Print: 2161-718X
ISSN Online: 2161-7198
www.scirp.org/journal/ojs
E-mail: ojs@scirp.org

"Simulated Minimum Hellinger Distance Estimation for Some Continuous Financial and Actuarial Models"
written by Andrew Luong, Claire Bilodeau,
published by Open Journal of Statistics, Vol.7 No.4, 2017

has been cited by the following article(s):

[1]	Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets
	2020

[2]	Generalized Method of Moments and Generalized Estimating Functions Using Characteristic Function
	2020

[3]	Asymptotic Normality Distribution of Simulated Minimum Hellinger Distance Estimators for Continuous Models
	2018

[4]	Simulated Minimum Cramér-Von Mises Distance Estimation for Some Actuarial and Financial Models
	2017

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