Ornstein–Uhlenbeck Processes and Extensions (Q3646964)
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scientific article; zbMATH DE number 5640045
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ornstein–Uhlenbeck Processes and Extensions |
scientific article; zbMATH DE number 5640045 |
Statements
Ornstein–Uhlenbeck Processes and Extensions (English)
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27 November 2009
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generalized Ornstein-Uhlenbeck process
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semimartingale, stochastic integral
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bivariate Lévy process
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autoregressive representation
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estimation and hypothesis testing
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0.8411660194396973
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0.8107731342315674
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0.8032702803611755
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0.7993041276931763
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