Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
Vicky Fasen
| 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
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| Subject: | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Kointegration | Cointegration | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009706198