Saddlepoint approximations for continuous-time Markov processes
| Year of publication: |
2006
|
|---|---|
| Authors: | Ai¨t-Sahalia, Yacine ; Yu, Jialin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 134.2006, 2, p. 507-552
|