Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions (Q2771550)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions |
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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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