Pages that link to "Item:Q2330042"
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The following pages link to Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes (Q2330042):
Displaying 4 items.
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463) (← links)
- METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS (Q5051950) (← links)
- Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes (Q5095827) (← links)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
