A new delta expansion for multivariate diffusions via the Itô-Taylor expansion
Nian Yang, Nan Chen, Xiangwei Wan
| Year of publication: |
2019
|
|---|---|
| Authors: | Yang, Nian ; Chen, Nan ; Wan, Xiangwei |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 209.2019, 2, p. 256-288
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| Subject: | Closed-form density expansion | Delta expansion | Itô-Taylor expansion | Maximum likelihood estimation | Multivariate diffusions | Maximum-Likelihood-Schätzung | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012302594