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DSpace at EWHA자연과학대학 통계학전공 Journal papers

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The delta expansion for the transition density of diffusion models

Title: The delta expansion for the transition density of diffusion models

Authors: Lee Y.D.; Song S.; Lee E.-K.

Ewha Authors: 이은경

SCOPUS Author ID: 이은경

Issue Date: 2014

Journal Title: Journal of Econometrics

ISSN: 0304-4076

Citation: Journal of Econometrics vol. 178, no. PART 3, pp. 694 - 705

Indexed: SCIE; SSCI; SCOPUS

Document Type: Article

Abstract: Diffusion model; Edgeworth expansion; Hermite expansion; Likelihood estimation; Transition density

DOI: 10.1016/j.jeconom.2013.10.008

Appears in Collections:: 자연과학대학 > 통계학전공 > Journal papers

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