Asymptotics for the maximum likelihood estimators of diffusion models /

Bibliographic Details

Main Author:	Jeong, Minsoo
Other Authors:	Park, Joon Y. (Thesis advisor)
Format:	Thesis eBook
Language:	English
Published:	[College Station, Tex.] : [Texas A&M University], [2010]
Subjects:	Major economics. Euler scheme True transition density Nonstationary diffusion process Hypothesis testing Milstein scheme Mixed normal limit theory Maximum likelihood estimation
Online Access:	Link to OAK Trust copy