Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions
Research output: Contribution to journal › Journal article › Research › peer-review
| 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 |
ID: 76871