Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation
Year of publication: |
2011-09
|
---|---|
Authors: | Dong, Chaohua ; Gao, Jiti |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Asymptotic theory | Brownian motion | econometric estimation | series expansion |
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