Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079)
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scientific article; zbMATH DE number 6840105
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| English | Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching |
scientific article; zbMATH DE number 6840105 |
Statements
Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (English)
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16 February 2018
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stochastic processes
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OR in energy
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Lévy process
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normal inverse Gaussian
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\(\mathrm{CO}_2\)
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fuel-switching
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0.7464346289634705
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0.733406126499176
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0.7275674343109131
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0.722768247127533
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0.7215568423271179
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