Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199)

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Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination
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    Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (English)
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    1 June 2022
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    Lévy process
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    Ornstein-Uhlenbeck process
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    self-decomposability
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    likelihood inference
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    multivariate subordination
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    weak subordination
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    variance gamma process
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