Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck...

Journal of Applied Probability 2007 / 12 Vol. 44; Iss. 4

Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes

Brockwell, Peter J., Davis, Richard A., Yang, Yu
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Volume:
44
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s0021900200003673
Date:
December, 2007
File:
PDF, 150 KB
english, 2007
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