Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (Q491690): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M02 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6473537 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Ornstein-Uhlenbeck processes | |||
| Property / zbMATH Keywords: Ornstein-Uhlenbeck processes / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Lévy processes | |||
| Property / zbMATH Keywords: Lévy processes / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
sampled process | |||
| Property / zbMATH Keywords: sampled process / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
model verification | |||
| Property / zbMATH Keywords: model verification / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
parameter estimation | |||
| Property / zbMATH Keywords: parameter estimation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
test statistics | |||
| Property / zbMATH Keywords: test statistics / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
sample correlation | |||
| Property / zbMATH Keywords: sample correlation / rank | |||
Normal rank | |||
Revision as of 21:56, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters |
scientific article |
Statements
Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (English)
0 references
19 August 2015
0 references
Ornstein-Uhlenbeck processes
0 references
Lévy processes
0 references
sampled process
0 references
model verification
0 references
parameter estimation
0 references
test statistics
0 references
sample correlation
0 references
