Ornstein–Uhlenbeck type processes with non-normal distribution
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Publication:4935334
DOI10.1239/JAP/1032374460zbMath0945.60078OpenAlexW2027254473MaRDI QIDQ4935334
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Publication date: 3 October 2000
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1032374460
Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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