Ornstein–Uhlenbeck Processes and Extensions (Q3646964): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:06, 5 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)
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
