Methods for modeling the Ornstein-Uhlenbeck process

DOI10.17721/1812-5409.2019/3.3MaRDI QIDQ5135987zbMATH OpenOpenAlexFDO

Authors A. O. Pashko, T. O. Yanevych

Publication date 24 November 2020

Published in Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.17721/1812-5409.2019/3.3

zbMATH Keywords

Fourier seriesGaussian processmodeling with given accuracy and reliabilityOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Ornstein-Uhlenbeck process with non-Gaussian structure
• New statistical investigations of Ornstein-Uhlenbeck process. I: Theoretical backround
• Tempered stable Ornstein– Uhlenbeck processes: A practical view
• On the ornstein—uhlenbeck process
• scientific article; zbMATH DE number 431863

Cited in

(8)

• Survival models based on the Ornstein-Uhlenbeck process
• Ornstein-Uhlenbeck processes for geophysical data analysis
• Planning of experiments for a nonautonomous Ornstein-Uhlenbeck process
• Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference
• The linear mixed model and the hierarchical Ornstein\,-\,Uhlenbeck model: some equivalences and differences
• scientific article; zbMATH DE number 6889625 (Why is no real title available?)
• Modeling of Material Wastage by Ornstein-Uhlenbeck Process
• On modeling Gaussian stationary Ornstein-Uhlenbeck processes with given reliability and accuracy in L_p-spaces

This page was built for publication: Methods for modeling the Ornstein-Uhlenbeck process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5135987)