Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (Q491690): Difference between revisions

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+https://doi.org/10.1016/j.spl.2015.04.014
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+Model verification for Lévy-driven Ornstein-Uhlenbeck processes
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
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+Limit Theory for High Frequency Sampled MCARMA Models
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+On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
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+A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations
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+Publication:491690