Ornstein-Uhlenbeck related models driven by Lévy processes (Q4913200)
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scientific article; zbMATH DE number 6149703
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| English | Ornstein-Uhlenbeck related models driven by Lévy processes |
scientific article; zbMATH DE number 6149703 |
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References (English)
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3 April 2013
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Ornstein-Uhlenbeck process
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Lévy process
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time series model
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0.7809805274009705
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0.7749001383781433
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0.7720434665679932
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0.7654266953468323
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0.7631030678749084
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