Asymptotic likelihood based inference for co-integrated homogenous Gaussian diffusions
- Kessler, M.
- Rahbek, A.
ISSN: 0303-6898
Year of publication: 2001
Volume: 28
Issue: 3
Pages: 455-470
Type: Article
ISSN: 0303-6898
Year of publication: 2001
Volume: 28
Issue: 3
Pages: 455-470
Type: Article