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Statistical Inference for Stochastic Processes 2019 / 8

Inference in a multivariate generalized mean-reverting process with a change-point

Nkurunziza, Sévérien, Shen, Lei
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Language:
english
Journal:
Statistical Inference for Stochastic Processes
DOI:
10.1007/s11203-019-09204-1
Date:
August, 2019
File:
PDF, 947 KB
english, 2019
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