Saddlepoint approximations for continuous-time Markov processes
Yacine Ai͏̈t-Sahalia, Jialin Yu
| Year of publication: |
2006
|
|---|---|
| Authors: | Aït-Sahalia, Yacine ; Yu, Jialin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 134.2006, 2, p. 507-551
|
| Subject: | Markov-Kette | Markov chain | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003374338