Pages that link to "Item:Q2771550"
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The following pages link to Asymptotic likelihood based inference for co-integrated homogeneous Gaussian diffusions (Q2771550):
Displaying 10 items.
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions (Q701967) (← links)
- On the relationship between the theory of cointegration and the theory of phase synchronization (Q1630395) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Oscillating systems with cointegrated phase processes (Q2408050) (← links)
- Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results (Q2878817) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- An Econometric Analysis of Volatility Discovery (Q6626277) (← links)
