Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
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
Harvard
Kessler, M & Rahbek, A 2004, 'Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions', 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, pp. 137-151.
APA
Kessler, M., & Rahbek, A. (2004). Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions. Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems, 7(2), 137-151.
Vancouver
Kessler M, Rahbek A. Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions. Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 2004;7(2):137-151.
Author
Bibtex
@article{841d45f074c211dbbee902004c4f4f50,
title = "Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions",
author = "M. Kessler and Anders Rahbek",
year = "2004",
language = "English",
volume = "7",
pages = "137--151",
journal = "Statistical Inference for Stochastic Processes",
issn = "1387-0874",
publisher = "Springer",
number = "2",
}
RIS
TY - JOUR
T1 - Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions
AU - Kessler, M.
AU - Rahbek, Anders
PY - 2004
Y1 - 2004
M3 - Journal article
VL - 7
SP - 137
EP - 151
JO - Statistical Inference for Stochastic Processes
JF - Statistical Inference for Stochastic Processes
SN - 1387-0874
IS - 2
ER -
ID: 76871