Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process (Q5864661)
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scientific article; zbMATH DE number 7538229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process |
scientific article; zbMATH DE number 7538229 |
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Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process (English)
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8 June 2022
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distribution
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mean reversion estimator
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Ornstein-Uhlenbeck process
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