Model verification for Lévy-driven Ornstein-Uhlenbeck processes (Q405320)

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Model verification for Lévy-driven Ornstein-Uhlenbeck processes
scientific article

    Statements

    title
    Model verification for Lévy-driven Ornstein-Uhlenbeck processes (English)
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    author
    Ibrahim Abdelrazeq
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    B. Gail Ivanoff
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    Rafał Kulik
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    publication date
    5 September 2014
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    Identifiers

    DOI
    10.1214/14-EJS919
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    zbMATH DE Number
    6340250
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