Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions (Q2771550): Difference between revisions
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Latest revision as of 18:41, 26 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions |
scientific article |
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Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions (English)
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17 February 2002
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likelihood ratio tests
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asymptotic expansions
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