Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes (Q5448746): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q993797 |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / author | |||
Property / author: Peter J. Brockwell / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1989437851 / rank | |||
Normal rank |
Latest revision as of 03:08, 20 March 2024
scientific article; zbMATH DE number 5246106
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes |
scientific article; zbMATH DE number 5246106 |
Statements
Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes (English)
0 references
7 March 2008
0 references
continuous-time autoregression
0 references
Ornstein-Uhlenbeck process
0 references
Lévy process
0 references
stochastic differential equation
0 references
sampled process
0 references