Pages that link to "Item:Q1744228"
From MaRDI portal
The following pages link to Estimation and testing in generalized mean-reverting processes with change-point (Q1744228):
Displaying 8 items.
- Testing for mean reversion in processes of Ornstein-Uhlenbeck type (Q701963) (← links)
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
- Inference in a multivariate generalized mean-reverting process with a change-point (Q1984652) (← links)
- Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point (Q2214238) (← links)
- Inference for a mean-reverting stochastic process with multiple change points (Q2396344) (← links)
- Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points (Q6133723) (← links)
- Inference in generalized exponential O-U processes with change-point (Q6155081) (← links)
- Inference in generalized exponential O-U processes (Q6190225) (← links)