Pages that link to "Item:Q701963"
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The following pages link to Testing for mean reversion in processes of Ornstein-Uhlenbeck type (Q701963):
Displaying 9 items.
- A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems (Q387663) (← links)
- On large deviations in testing Ornstein-Uhlenbeck-type models (Q623480) (← links)
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
- Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields (Q1739895) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- How to test that a given process is an Ornstein-Uhlenbeck process (Q2046298) (← links)
- Analysis of group of fish response to \textit{startle reaction} (Q2083238) (← links)
- Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
- The misconception of mean-reversion (Q2911003) (← links)
