Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3210312877 / rank | |||
Normal rank | |||
Revision as of 22:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination |
scientific article |
Statements
Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (English)
0 references
1 June 2022
0 references
Lévy process
0 references
Ornstein-Uhlenbeck process
0 references
self-decomposability
0 references
likelihood inference
0 references
multivariate subordination
0 references
weak subordination
0 references
variance gamma process
0 references
