Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
Year of publication: |
2013
|
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Authors: | Fasen, Vicky Maria |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 172.2013, 2, p. 325-337
|
Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | Kointegration | Cointegration |
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