Statistical inference for generalized Ornstein-Uhlenbeck processes (Q887250)
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scientific article
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| English | Statistical inference for generalized Ornstein-Uhlenbeck processes |
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Statistical inference for generalized Ornstein-Uhlenbeck processes (English)
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28 October 2015
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Lévy process
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exponential functional
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generalized Ornstein-Uhlenbeck process
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Mellin transform
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0.8134604096412659
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0.8100073337554932
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0.8053396344184875
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0.7967348694801331
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