Ornstein–Uhlenbeck Processes and Extensions
type: Item
instance of: scholarly article
title: Ornstein–Uhlenbeck Processes and Extensions
zbMATH Open document ID: 1185.60036
DOI: 10.1007/978-3-540-71297-8_18
author: Alex Szimayer
author: Ross A. Maller
author: Gernot Müller
published in: Handbook of Financial Time Series
publication date: 2009-11-27T00:00:00Z
Mathematics Subject Classification ID: 60G20
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5640045
zbMATH Keywords: generalized Ornstein-Uhlenbeck process
zbMATH Keywords: semimartingale, stochastic integral
zbMATH Keywords: bivariate Lévy process
zbMATH Keywords: autoregressive representation
zbMATH Keywords: estimation and hypothesis testing
MaRDI profile type: Publication
full work available at URL: 978-3-540-71297-8 18
OpenAlex ID: W156433631
description: scientific article