Pages that link to "Item:Q1945501"
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The following pages link to Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501):
Displaying 5 items.
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes (Q405320) (← links)
- Testing for mean reversion in processes of Ornstein-Uhlenbeck type (Q701963) (← links)
- Change point testing for the drift parameters of a periodic mean reversion process (Q2450915) (← links)
- A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (Q2661851) (← links)
- Goodness‐of‐fit tests for Lévy‐driven Ornstein‐Uhlenbeck processes (Q4960923) (← links)