Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions (Q701967): Difference between revisions
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Revision as of 02:02, 5 March 2024
scientific article
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English | Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions |
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Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions (English)
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17 January 2005
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Diffusion processes
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cointegration
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continuous time
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identification
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matrix exponential
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