Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
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Publication:5864661
DOI10.1080/07474938.2017.1307977OpenAlexW3122153754MaRDI QIDQ5864661
Aman Ullah, Yong Bao, Yun Wang
Publication date: 8 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2017.1307977
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