Testing for mean reversion in processes of Ornstein-Uhlenbeck type
DOI10.1023/B:SISP.0000026032.80363.59zbMATH Open1056.62090OpenAlexW1986529964MaRDI QIDQ701963FDOQ701963
Authors: D. Kharzeev 
Publication date: 17 January 2005
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:sisp.0000026032.80363.59
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- Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling
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