Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions (Q701967)
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scientific article; zbMATH DE number 2128437
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| English | Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions |
scientific article; zbMATH DE number 2128437 |
Statements
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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0.8036715984344482
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0.757679283618927
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0.7470949292182922
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0.7430391311645508
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0.7410814166069031
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