DSpace at EWHA: The delta expansion for the transition density of diffusion models

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DC Field	Value	Language
dc.contributor.author	이은경	*
dc.date.accessioned	2016-08-28T11:08:33Z	-
dc.date.available	2016-08-28T11:08:33Z	-
dc.date.issued	2014	*
dc.identifier.issn	0304-4076	*
dc.identifier.other	OAK-10950	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/227456	-
dc.description.abstract	Diffusion model; Edgeworth expansion; Hermite expansion; Likelihood estimation; Transition density	*
dc.language	English	*
dc.title	The delta expansion for the transition density of diffusion models	*
dc.type	Article	*
dc.relation.issue	PART 3	*
dc.relation.volume	178	*
dc.relation.index	SCIE	*
dc.relation.index	SSCI	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	694	*
dc.relation.lastpage	705	*
dc.relation.journaltitle	Journal of Econometrics	*
dc.identifier.doi	10.1016/j.jeconom.2013.10.008	*
dc.identifier.wosid	WOS:000329961000022	*
dc.identifier.scopusid	2-s2.0-84889078603	*
dc.author.google	Lee Y.D.	*
dc.author.google	Song S.	*
dc.author.google	Lee E.-K.	*
dc.contributor.scopusid	이은경(57188770360;57217075385)	*
dc.date.modifydate	20240123125059	*