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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...
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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...
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Die vorliegende Arbeit untersucht Tests auf stochastische Dominanz, welche ein grundlegendes Konzept der Entscheidungstheorie ist. Hierbei konzentrieren wir uns auf stochastische Dominanz erster und zweiter Ordnung. Diese sind die beiden wichtigsten Entscheidungsregeln und finden Anwendung in...
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