Asymptotic likelihood based inference for co-integrated homogenous Gaussian diffusions

  1. Kessler, M.
  2. Rahbek, A.
Journal:
Scandinavian Journal of Statistics

ISSN: 0303-6898

Year of publication: 2001

Volume: 28

Issue: 3

Pages: 455-470

Type: Article

DOI: 10.1111/1467-9469.00248 GOOGLE SCHOLAR