Third-order asymptotic expansion of M-estimators for diffusion processes
| Year of publication: |
2009
|
|---|---|
| Authors: | Sakamoto, Yuji ; Yoshida, Nakahiro |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 61.2009, 3, p. 629-661
|
| Publisher: |
Springer |
| Subject: | Asymptotic expansion | M-estimator | Diffusion process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005029247