Title:

Estimation and Inference in Multivariate Markov Chains

Authors:

João Nicolau (U Lisboa, CEMAPRE - ISEG, UTL)
Flavio Ivo Riedlinger (U Lisboa, CEMAPRE - ISEG, UTL)

Journal:

Statistical Papers

Year:

2015

Volume:

56

Number:

4

Pages:

1163-1173

JEL code:

C58 - Financial Econometrics

DOI:

10.1007/s00362-014-0630-6