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Lasak, Katarzyna's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
81 |
Total
Citations
10 |
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1.
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Lasak, Katarzyna University of Aarhus
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52
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Error correction model, Gaussian VAR model, Maximum likelihood estimation, Fractional cointegration
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2.
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Lasak, Katarzyna University of Aarhus
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29
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4
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Error correction model, Gaussian VAR model, Maximum likelihood estimation, Fractional cointegration, Likelihood ratio tests, fractional Brownian motion
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Records 1 -
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