Ornstein–Uhlenbeck Processes and Extensions (Q3646964): Difference between revisions
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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)
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27 November 2009
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generalized Ornstein-Uhlenbeck process
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semimartingale, stochastic integral
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bivariate Lévy process
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autoregressive representation
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estimation and hypothesis testing
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