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Modeling stationary data by a class of generalised Ornstein-Uhlenbeck processes - MaRDI portal

Modeling stationary data by a class of generalised Ornstein-Uhlenbeck processes

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Publication:6236041

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arXiv1210.0312MaRDI QIDQ6236041

Enrique M. Cabaña, Alejandra Cabaña, Argimiro A. Arratia

Publication date: 1 October 2012

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Generalized stochastic processes (60G20)

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