Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching
type: Item
instance of: scholarly article
title: Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching
zbMATH Open document ID: 1382.60072
author: Julien Chevallier
author: Stéphane Goutte
published in: Annals of Operations Research
publication date: 2018-02-16T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 6840105
zbMATH Keywords: stochastic processes
zbMATH Keywords: OR in energy
zbMATH Keywords: Lévy process
zbMATH Keywords: normal inverse Gaussian
zbMATH Keywords: \(\mathrm{CO}_2\)
zbMATH Keywords: fuel-switching
MaRDI profile type: Publication
full work available at URL: s10479-015-1967-5
OpenAlex ID: W2178541926
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DOI: 10.1007/S10479-015-1967-5
description: scientific article; zbMATH DE number 6840105