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 |
Saved in:
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