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Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination
30 November 2020
Kevin W. Lu
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ArXiv (abs)
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Papers citing
"Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination"
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Title
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
H. Mai
74
44
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12 Mar 2014
1