Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching
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Publication:1699079
DOI10.1007/s10479-015-1967-5zbMath1382.60072OpenAlexW2178541926MaRDI QIDQ1699079
Stéphane Goutte, Julien Chevallier
Publication date: 16 February 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-015-1967-5
Processes with independent increments; Lévy processes (60G51) Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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