Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
| Originalsprog | Engelsk |
|---|---|
| Tidsskrift | Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems |
| Vol/bind | 7 |
| Udgave nummer | 2 |
| Sider (fra-til) | 137-151 |
| ISSN | 1387-0874 |
| Status | Udgivet - 2004 |
ID: 76871