The Likelihood of the Parameters of a Continuous Time Vector Autoregressive Model

J. McCrorie ()

Statistical Inference for Stochastic Processes, 2002, vol. 5, issue 3, 273-286

Keywords: continuous time stochastic process; vector autoregressive model; likelihood function; time series analysis; application to economics (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1021283821215

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