THE ASYMPTOTIC BEHAVIOUR OF MAXIMUM LIKELIHOOD

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Transcript of THE ASYMPTOTIC BEHAVIOUR OF MAXIMUM LIKELIHOOD

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ASYMPTOTIC PROPERTIES OF MAXIMUM LIKELIHOOD ES ......asymptotic properties. Section 3 uses Theorem 1 and Girsanov’s theorem to derive the likelihood function and likelihood equation

ASYMPTOTIC PROPERTIES OF MAXIMUM LIKELIHOOD ES ......asymptotic properties. Section 3 uses Theorem 1 and Girsanov’s theorem to derive the likelihood function and likelihood equation