Methods for modeling the Ornstein-Uhlenbeck process

DOI10.17721/1812-5409.2019/3.3zbMath1463.60057OpenAlexW3081486961MaRDI QIDQ5135987

T. O. Yanevych, A. O. Pashko

Publication date: 24 November 2020

Published in: Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17721/1812-5409.2019/3.3

zbMATH Keywords

Gaussian processOrnstein-Uhlenbeck processFourier seriesmodeling with given accuracy and reliability

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15)

This page was built for publication: Methods for modeling the Ornstein-Uhlenbeck process