Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
| Year of publication: |
2000
|
|---|---|
| Authors: | Hallin, Marc ; Koell, Christophe ; Werker, Bas |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of Statistical Planning and Inference (2000) v.91,p.323-340 |
| Source: |
Persistent link: https://www.econbiz.de/10008590293