Statistical inference for generalized Ornstein-Uhlenbeck processes. Belomestny, D. & Panov, V. Electron. J. Stat., 9(2):1974–2006, 2015.
Paper doi bibtex 1 download @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},
}
Downloads: 1
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