Ornstein–Uhlenbeck Processes and Extensions (Q3646964): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:07, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ornstein–Uhlenbeck Processes and Extensions |
scientific article |
Statements
Ornstein–Uhlenbeck Processes and Extensions (English)
0 references
27 November 2009
0 references
generalized Ornstein-Uhlenbeck process
0 references
semimartingale, stochastic integral
0 references
bivariate Lévy process
0 references
autoregressive representation
0 references
estimation and hypothesis testing
0 references
