The bootstrap is a computationally intensive data analysis technique. It is particularly useful for analysing small datasets, and for estimating the sampling distribution of a statistic when it is intractable. We focus on bootstrap hypothesis testing of linear models. In this context, at...

Doctor of Philosophy

In this paper I derive the asymptotics of the exact, Euler, and Milstein MLestimators for diffusion models, including general nonstationary diffusions. Thoughthere have been many estimators for the diffusion model, their asymptotic propertieswere generally unknown. This is especially true for...