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Schätztheorie
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Time series regression on integrated continuous-time processes with heavy and light tails
Fasen, Vicky Maria
- In:
Econometric theory
29
(
2013
)
1
,
pp. 28-67
Persistent link: https://www.econbiz.de/10009747888
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Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
Fasen, Vicky Maria
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 325-337
Persistent link: https://www.econbiz.de/10009706198
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