Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching |
scientific article; zbMATH DE number 6840105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching |
scientific article; zbMATH DE number 6840105 |
Statements
Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (English)
0 references
16 February 2018
0 references
stochastic processes
0 references
OR in energy
0 references
Lévy process
0 references
normal inverse Gaussian
0 references
\(\mathrm{CO}_2\)
0 references
fuel-switching
0 references
0 references
0 references
0 references
