Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions (Q701967)
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scientific article; zbMATH DE number 2128437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions |
scientific article; zbMATH DE number 2128437 |
Statements
Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions (English)
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17 January 2005
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Diffusion processes
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cointegration
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continuous time
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identification
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matrix exponential
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