Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions

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Standard

Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions. / Kessler, Mathieu; Rahbek, Anders.

I: Scandinavian Journal of Statistics, Bind 28, 2001, s. 455-470.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Kessler, M & Rahbek, A 2001, 'Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions', Scandinavian Journal of Statistics, bind 28, s. 455-470.

APA

Kessler, M., & Rahbek, A. (2001). Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions. Scandinavian Journal of Statistics, 28, 455-470.

Vancouver

Kessler M, Rahbek A. Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions. Scandinavian Journal of Statistics. 2001;28:455-470.

Author

Kessler, Mathieu ; Rahbek, Anders. / Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions. I: Scandinavian Journal of Statistics. 2001 ; Bind 28. s. 455-470.

Bibtex

@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",

}

RIS

TY - JOUR

T1 - Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions

AU - Kessler, Mathieu

AU - Rahbek, Anders

PY - 2001

Y1 - 2001

N2 - Statistik

AB - Statistik

M3 - Journal article

VL - 28

SP - 455

EP - 470

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

SN - 0303-6898

ER -

ID: 164518