On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes (Q2446700): Difference between revisions

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+Frédéric Proïa
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+MaRDI publication profile
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+W2007347740
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+.2800
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+Quasi Ornstein-Uhlenbeck processes
@@ Property / cites work: Quasi Ornstein-Uhlenbeck processes / rank @@
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process
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+References
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