Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions
DOI10.1023/B:SISP.0000026044.28647.56zbMATH Open1056.62092OpenAlexW1984379003MaRDI QIDQ701967FDOQ701967
Authors: Mathieu Kessler, Anders Rahbek 
Publication date: 17 January 2005
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:sisp.0000026044.28647.56
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