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A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Parameter Estimation
13 August 2021
J. Stein
Silvia R.C. Lopes
A. V. Medino
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Papers citing
"A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Parameter Estimation"
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Title
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
H. Mai
74
44
0
12 Mar 2014
1
