Pages that link to "Item:Q4960923"
From MaRDI portal
The following pages link to Goodness‐of‐fit tests for Lévy‐driven Ornstein‐Uhlenbeck processes (Q4960923):
Displaying 10 items.
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes (Q405320) (← links)
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (Q491690) (← links)
- Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
- Testing for mean reversion in processes of Ornstein-Uhlenbeck type (Q701963) (← links)
- Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463) (← links)
- Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study (Q5084739) (← links)
- Model verification for Lévy-driven CARMA(2,1) processes (Q5157351) (← links)
- Characterization-based approach for construction of goodness-of-fit test for Lévy distribution (Q6083199) (← links)