Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions

M. Kessler; Anders Rahbek

Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions

Afdeling for anvendt Matematik og Statistik

Originalsprog	Engelsk
Tidsskrift	Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems
Vol/bind	7
Udgave nummer	2
Sider (fra-til)	137-151
ISSN	1387-0874
Status	Udgivet - 2004

Citationsformater

Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions. / Kessler, M.; Rahbek, Anders.
I: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems, Bind 7, Nr. 2, 2004, s. 137-151.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

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