Parametric Estimation for Subordinators and Induced OU Processes (Q5430623): Difference between revisions

@@ Property / author @@
+Frank H. van der Meulen
@@ Property / author: Frank H. van der Meulen / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9469.2006.00498.x
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@@ Property / OpenAlex ID @@
+W2077707440
@@ Property / OpenAlex ID: W2077707440 / rank @@
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@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+On Some Fourier Methods for Inference
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+Absolutely regular empirical processes and universal entropy
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+Asymptotic Statistics
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+Weak convergence and empirical processes. With applications to statistics
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