A new delta expansion for multivariate diffusions via the Itô-Taylor expansion
Year of publication: |
2019
|
---|---|
Authors: | Yang, Nian ; Chen, Nan ; Wan, Xiangwei |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 209.2019, 2, p. 256-288
|
Subject: | Closed-form density expansion | Delta expansion | Itô-Taylor expansion | Maximum likelihood estimation | Multivariate diffusions | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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