Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions

M. Kessler; Anders Rahbek

Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions

Section of Applied Mathematics and Statistics

Original language	English
Journal	Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems
Volume	7
Issue number	2
Pages (from-to)	137-151
ISSN	1387-0874
Publication status	Published - 2004

Cite this

Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions. / Kessler, M.; Rahbek, Anders.
In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems, Vol. 7, No. 2, 2004, p. 137-151.

Research output: Contribution to journal › Journal article › Research › peer-review

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