Asymptotics for the maximum likelihood estimators of diffusion models
Year of publication: |
2008-12
|
---|---|
Other Persons: | Park, Joon Y. (contributor) |
Subject: | nonstationary diffusion process | mixed normal limit theory | Milstein scheme | Euler scheme | maximum likelihood estimation | true transition density | hypothesis testing |
-
Recursive marginal quantization of higher-order schemes
McWalter, Thomas A., (2018)
-
The Equilibrium Real Exchange Rate of the Malagasy Franc; Estimation and Assessment
Cady, John, (2003)
-
Estimation of Equilibrium Exchange Rates in the Waemu; A Robustness Approach
Saxegaard, Magnus, (2007)
- More ...
-
Testing for a Unit Root against Transitional Autoregressive Models
Park, Joon Y., (2006)
-
Statistical Inference in Regressions with Integrated Processes: Part 2
Park, Joon Y., (1989)
-
Statistical Inference in Regressions with Integrated Processes: Part 1
Park, Joon Y., (1988)
- More ...