Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (Q491690)
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scientific article; zbMATH DE number 6473537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters |
scientific article; zbMATH DE number 6473537 |
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Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (English)
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19 August 2015
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Ornstein-Uhlenbeck processes
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Lévy processes
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sampled process
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model verification
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parameter estimation
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test statistics
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sample correlation
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