Drift Estimation for a Lévy-Driven Ornstein-Uhlenbeck Process with Heavy Tails

25 November 2019

Papers citing "Drift Estimation for a Lévy-Driven Ornstein-Uhlenbeck Process with Heavy Tails"

3 / 3 papers shown

Title
Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination Kevin W. Lu 45 4 0 30 Nov 2020
Likelihood theory for the Graph Ornstein-Uhlenbeck process Valentin Courgeau Almut E. D. Veraart 61 4 0 26 May 2020
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes H. Mai 74 44 0 12 Mar 2014