Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda Exact confidence sets and goodness-of-fit methods for stable distributions. (English) Zbl 1311.62066 J. Econom. 181, No. 1, 3-14 (2014). MSC: 62G10 62G15 62E20 PDFBibTeX XMLCite \textit{M.-C. Beaulieu} et al., J. Econom. 181, No. 1, 3--14 (2014; Zbl 1311.62066) Full Text: DOI
Fasen, Vicky Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration. (English) Zbl 1443.62347 J. Econom. 172, No. 2, 325-337 (2013). MSC: 62P05 62M05 60G51 60G52 PDFBibTeX XMLCite \textit{V. Fasen}, J. Econom. 172, No. 2, 325--337 (2013; Zbl 1443.62347) Full Text: DOI Link