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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/82364
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Type: Journal article
Title: Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Author: Choi, Seungmoon
Citation: Journal of Econometrics, 2013; 174(2):45-65
Publisher: Elsevier Science
Issue Date: 2013
ISSN: 0304-4076
School/Discipline: School of Economics
Statement of
Responsibility: 		Seungmoon Choi
Keywords: Likelihood function; Multivariate time-inhomogeneous diffusion; Reducible diffusions; Irreducible diffusions
Rights: © 2013 Elsevier B.V. All rights reserved.
DOI: 10.1016/j.jeconom.2011.12.007
Appears in Collections:Economics publications

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