Inference in generalized exponential O-U processes (Q6190225): Difference between revisions

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+Survival models based on the Ornstein-Uhlenbeck process
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+Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting
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+Drift estimation for a periodic mean reversion process
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+Change point testing for the drift parameters of a periodic mean reversion process
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+Q4004325
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+Q4145232
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+Q4522393
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+Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model
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+The risk of pretest and shrinkage estimators
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+Estimation and testing in generalized mean-reverting processes with change-point
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+Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model
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+Theory of Preliminary Test and Stein‐Type Estimation With Applications
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+Estimating the dimension of a model
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+Calibration of the exponential Ornstein-Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices
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