Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions

Mathieu Kessler, Anders Rahbek

10 Citations (Scopus)

Abstract

Statistik

Original language	English
Journal	Scandinavian Journal of Statistics
Volume	28
Pages (from-to)	455-470
ISSN	0303-6898
Publication status	Published - 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",

}