GenOU

MaRDI QIDQ7383653CRANFDO

Authors Bouchra R. Nasri, Bruno Remillard, Yunhong Lyu

Last update 28 August 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.2.1

Description

Sequential change-point tests, parameters estimation, and goodness-of-fit tests for generalized Ornstein-Uhlenbeck processes.

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