The elliptical Ornstein-Uhlenbeck process

DOI10.4310/21-SII714MaRDI QIDQ2172380

Hanna Sykulska-Lawrence, Adam M. Sykulski, Sofia C. Olhede

Publication date: 15 September 2022

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.05965

zbMATH Keywords

polar motionoscillationsWhittle likelihoodcomplex-valuedwidely linear

Mathematics Subject Classification ID

Statistics (62-XX)

This page was built for publication: The elliptical Ornstein-Uhlenbeck process