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

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

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