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- Type Alternative way to derive the distribution of the multivariate Ornstein-Uhlenbeck process 2022-03-15 Paper A study of dividend yield model under stochastic...10 bytes (16 words) - 17:35, 13 December 2023
- Paper Alternative way to derive the distribution of the multivariate Ornstein-Uhlenbeck process 2022-03-15 Paper A study of dividend yield model under stochastic...10 bytes (16 words) - 09:42, 25 September 2023
- generalized Ornstein-Uhlenbeck processes 2012-06-01 Paper Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes 2011-12-20...10 bytes (19 words) - 13:02, 8 December 2023
- Information criteria for multivariate CARMA processes 2017-09-21 Paper Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to...10 bytes (17 words) - 09:06, 25 September 2023
- fractional Ornstein-Uhlenbeck process 2011-07-19 Paper The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process 2011-07-18...10 bytes (16 words) - 04:37, 9 December 2023
- model 2023-09-19 Paper Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points 2023-08-21 Paper Corrigendum:...10 bytes (16 words) - 13:54, 11 December 2023
- 2022-07-20 Paper The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean 2022-07-15 Paper Stability...10 bytes (17 words) - 23:29, 10 December 2023
- 2012-08-24 Paper Multivariate generalized Ornstein-Uhlenbeck processes 2012-06-01 Paper https://portal.mardi4nfdi.de/entity/Q3224998 2012-03-13 Paper Distributional...10 bytes (17 words) - 16:48, 6 October 2023
- multifractal products of Ornstein–Uhlenbeck type processes 2010-05-06 Paper Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution...10 bytes (16 words) - 11:49, 11 December 2023
- graph Ornstein-Uhlenbeck process 2022-10-18 Paper Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes...10 bytes (20 words) - 14:13, 11 December 2023
- pricing of weather derivatives 2007-12-19 Paper A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing 2007-07-16...10 bytes (19 words) - 10:32, 9 December 2023
- comparison of Feller and Ornstein-Uhlenbeck models for neural activity 1996-02-12 Paper Asymptotic behaviour of ornstein‐uhlenbeck first‐passage‐time density...10 bytes (17 words) - 21:38, 8 December 2023
- fractional Ornstein-Uhlenbeck process and the Yuima R package 2015-02-27 Paper On a family of test statistics for discretely observed diffusion processes 2014-01-13...10 bytes (19 words) - 16:18, 27 February 2024
- for parameters of Ornstein-Uhlenbeck process 2008-09-17 Paper Exact likelihood ratio scale and homogeneity testing of some loss processes 2006-04-28 Paper...10 bytes (17 words) - 00:16, 10 December 2023
- range for the Markov processes of Ornstein-Uhlenbeck type 2010-11-08 Paper A functional LIL for integrated \(\alpha \) stable process 2010-09-21 Paper https://portal...10 bytes (17 words) - 19:53, 9 December 2023
- dynamics 2011-03-14 Paper Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type 2011-02-15 Paper Bayesian parameter estimation in the Expectancy...10 bytes (16 words) - 01:21, 10 December 2023
- tempered stable Ornstein–Uhlenbeck processes 2013-06-28 Paper Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy...10 bytes (16 words) - 01:32, 12 December 2023
- Markov processes 2008-11-13 Paper Asymptotic Analysis of Random Walks 2008-09-30 Paper On exit times of Levy-driven Ornstein-Uhlenbeck processes 2008-09-17...10 bytes (18 words) - 15:34, 9 December 2023
- distributions 2008-03-18 Paper Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes 2008-03-07 Paper https://portal.mardi4nfdi.de/entity/Q5434010...10 bytes (19 words) - 20:59, 9 December 2023
- high dimensional data 2019-08-09 Paper Parameter estimation for Ornstein–Uhlenbeck processes of the second kind driven by α-stable Lévy motions 2017-12-06...10 bytes (17 words) - 17:09, 11 December 2023
