Ornstein–Uhlenbeck Processes and Extensions (Q3646964): Difference between revisions
From MaRDI portal
Removed claims |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Ross A. Maller / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Gernot J. Müller / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_18 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W156433631 / rank | |||
Normal rank | |||
Latest revision as of 21:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ornstein–Uhlenbeck Processes and Extensions |
scientific article |
Statements
Ornstein–Uhlenbeck Processes and Extensions (English)
0 references
27 November 2009
0 references
generalized Ornstein-Uhlenbeck process
0 references
semimartingale, stochastic integral
0 references
bivariate Lévy process
0 references
autoregressive representation
0 references
estimation and hypothesis testing
0 references
