Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (Q491690): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:05, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters |
scientific article |
Statements
Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (English)
0 references
19 August 2015
0 references
Ornstein-Uhlenbeck processes
0 references
Lévy processes
0 references
sampled process
0 references
model verification
0 references
parameter estimation
0 references
test statistics
0 references
sample correlation
0 references
