The delta expansion for the transition density of diffusion models
Yoon Dong Lee; Seongjoo Song; Eun-Kyung Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Lee, Yoon Dong ; Song, Seongjoo ; Lee, Eun-kyung |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 694-705
|
| Subject: | Diffusion model | Transition density | Edgeworth expansion | Likelihood estimation | Hermite expansion | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Innovationsdiffusion | Innovation diffusion | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Systemtransformation | Economic transition |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010257356