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Revision as of 22:09, 21 February 2024

scientific article; zbMATH DE number 5220341
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Parametric Estimation for Subordinators and Induced OU Processes
scientific article; zbMATH DE number 5220341

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    Parametric Estimation for Subordinators and Induced OU Processes (English)
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    16 December 2007
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    Levy process
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    gamma process
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    Ornstein-Uhlenbeck process
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