Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions

Author: Kessler M.   Rahbek A.  

Publisher: Springer Publishing Company

ISSN: 1387-0874

Source: Statistical Inference for Stochastic Processes, Vol.7, Iss.2, 2004-01, pp. : 137-151

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Abstract