Finite sample properties of the maximum likelihood estimator in continuous time models
This dissertation consists of three papers on finite sample properties of the maximum likelihood (ML) estimator of parameters in continuous time dynamic models. In the first chapter, we obtain analytical expressions to approximate the bias and variance of the ML estimator in a univariate model with...
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University of Essex
2017
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.702278 |