Edgeworth expansion for Euler approximation of continuous diffusion processes

Mark Podolskij, Bezirgen Veliyev and Nakahiro Yoshida

Year of publication:	2018
Authors:	Podolskij, Mark ; Veliyev, Bezirgen ; Yoshida, Nakahiro
Publisher:	Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University
Subject:	Stochastischer Prozess \| Stochastic process \| Variationsrechnung \| Variational method \| Innovationsdiffusion \| Innovation diffusion \| Schätztheorie \| Estimation theory \| Nichtparametrisches Verfahren \| Nonparametric statistics

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