Asymptotic Likelihood Based Inference for Co‐integrated Homogenous Gaussian Diffusions

By Mathieu Kessler, Anders Rahbek. 2001

52 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c8633fa65b1c41d64a0a639eea5bdfbeb46ae315