Asymptotic Expansion Under Degeneracy
Work
Year: 2003
Type: article
Abstract: We will consider a stochastic expansion described by random variables whose covariance matrix is asymptotically degenerate. Though the conventional approach with Bhattacharya-Ghosh's transform require... more
Authors Yuji Sakamoto, Nakahiro Yoshida
Cites: 18
Cited by: 12
Related to: 10
FWCI: 0.593
Citation percentile (by year/subfield): 75.94
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze