The Likelihood of the Parameters of a Continuous Time Vector Autoregressive Model
| Year of publication: |
2002
|
|---|---|
| Authors: | McCrorie, J. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 5.2002, 3, p. 273-286
|
| Publisher: |
Springer |
| Subject: | continuous time stochastic process | vector autoregressive model | likelihood function | time series analysis | application to economics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184573