Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions (Q2771550): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q57718466, #quickstatements; #temporary_batch_1711439739529 |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9469.00248 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2169161101 / rank | |||
Normal rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q57718466 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 19:41, 26 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions |
scientific article |
Statements
Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions (English)
0 references
17 February 2002
0 references
likelihood ratio tests
0 references
asymptotic expansions
0 references
