Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions

Mathieu Kessler, Anders Rahbek

10 Citationer (Scopus)

Abstract

Statistik

Originalsprog	Engelsk
Tidsskrift	Scandinavian Journal of Statistics
Vol/bind	28
Sider (fra-til)	455-470
ISSN	0303-6898
Status	Udgivet - 2001

@article{3734260074c711dbbee902004c4f4f50,

title = "Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions",

abstract = "Statistik",

author = "Mathieu Kessler and Anders Rahbek",

year = "2001",

language = "English",

volume = "28",

pages = "455--470",

journal = "Scandinavian Journal of Statistics",

issn = "0303-6898",

publisher = "Wiley-Blackwell",

}