Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (Q491690)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters |
scientific article; zbMATH DE number 6473537
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters |
scientific article; zbMATH DE number 6473537 |
Statements
Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (English)
0 references
19 August 2015
0 references
Ornstein-Uhlenbeck processes
0 references
Lévy processes
0 references
sampled process
0 references
model verification
0 references
parameter estimation
0 references
test statistics
0 references
sample correlation
0 references
0 references
0.9014756679534912
0 references
0.8388595581054688
0 references
0.7991385459899902
0 references
0.7981034517288208
0 references
