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Bootstrap methods for parametric diffusion processes
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- Authors
- Advisor
- 박준용
- Issue Date
- 2003
- Publisher
- 서울대학교 대학원
- Keywords
- Bootstrap ; asymptotics ; diffusion process ; Markov process ; transition density ; strong Taylor approximation ; stationarity ; Monte Carlo experiment ; local polynomial
- Description
- Thesis (master`s)--서울대학교 대학원 :경제학부,2003.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000058716
https://hdl.handle.net/10371/27465
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