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The following pages link to Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469):
Displaying 3 items.
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (Q2676916) (← links)