Pages that link to "Item:Q5864661"
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The following pages link to Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process (Q5864661):
Displaying 5 items.
- Testing for mean reversion in processes of Ornstein-Uhlenbeck type (Q701963) (← links)
- Distribution of the extremum of a mean-reverting square-root process over a finite time interval (Q1779945) (← links)
- Exact distribution of the <i>F</i>-statistic under heteroskedasticity of unknown form for improved inference (Q5065302) (← links)
- Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850) (← links)
- The Grid Bootstrap for Continuous Time Models (Q6620957) (← links)