Pages that link to "Item:Q2956051"
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The following pages link to Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion (Q2956051):
Displaying 4 items.
- Testing for mean reversion in processes of Ornstein-Uhlenbeck type (Q701963) (← links)
- Stochastic modeling of stratospheric temperature (Q2676481) (← links)
- Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing (Q6200564) (← links)
- Short time behavior of the ATM implied skew in the ADO-Heston model (Q6581627) (← links)