Statistical inference for generalized Ornstein-Uhlenbeck processes

Statistical inference for generalized Ornstein-Uhlenbeck processes. Belomestny, D. & Panov, V. Electron. J. Stat., 9(2):1974–2006, 2015.

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@article {MR3393601,
    AUTHOR = {Belomestny, Denis and Panov, Vladimir},
     TITLE = {Statistical inference for generalized {O}rnstein-{U}hlenbeck
              processes},
   JOURNAL = {Electron. J. Stat.},
  FJOURNAL = {Electronic Journal of Statistics},
    VOLUME = {9},
      YEAR = {2015},
    NUMBER = {2},
     PAGES = {1974--2006},
      ISSN = {1935-7524},
   MRCLASS = {62M09 (60G51 62F10 62G05 62G20)},
  MRNUMBER = {3393601},
MRREVIEWER = {Jing Zheng},
       DOI = {10.1214/15-EJS1063},
       URL = {https://doi.org/10.1214/15-EJS1063},
}

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