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journal:(Scandinavian AND Journal AND of AND Statistics) AND title:(Gaussian AND Diffusions AND and AND Autoregressive AND Processes)

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1 Journal article

Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference

The statistical analysis of some hypothesis in models for d-dimensional homogeneous Gaussian diffusions (HGDs) is discussed, and expressions for the MLEs and LR test statistics are derived. Regarded as distributions, the HGDs themselves are derived as weak limits of autoregressive processes

Year: 1994

Language: English

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2 Journal article

Gaussian Diffusions and Autoregressive Processes: Weak Convergience and Statistical Inference

Year: 1994

Language: English

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