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Discrete Event Dynamic Systems 2019 / 2

Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes

Wu, Yanfeng, Hu, Jianqiang, Zhang, Xinsheng
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Language:
english
Journal:
Discrete Event Dynamic Systems
DOI:
10.1007/s10626-019-00276-y
Date:
February, 2019
File:
PDF, 705 KB
english, 2019
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