Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes

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Publication:2448716

DOI10.3150/13-BEJ510zbMath1400.62053arXiv1403.2954MaRDI QIDQ2448716

Hilmar Mai

Publication date: 5 May 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.2954




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