The delta expansion for the transition density of diffusion models
Year of publication: |
2014
|
---|---|
Authors: | Lee, Yoon Dong ; Song, Seongjoo ; Lee, Eun-Kyung |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 178.2014, P3, p. 694-705
|
Publisher: |
Elsevier |
Subject: | Diffusion model | Transition density | Edgeworth expansion | Likelihood estimation | Hermite expansion |
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