Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465)
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scientific article; zbMATH DE number 5581960
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| English | Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 5581960 |
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Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (English)
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22 July 2009
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Lévy process
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self-decomposable distributions
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