- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1572-9311
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails ; day:27 ; month:3 ; year:2020 ; pages:1-18
Statistical inference for stochastic processes ; (27.3.2020), 1-18
- Creator
-
Gushchin, Alexander
Pavlyukevich, Ilya
Ritsch, Marian
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1007/s11203-020-09210-8
- URN
-
urn:nbn:de:101:1-2020061720443985547975
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:44 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Gushchin, Alexander
- Pavlyukevich, Ilya
- Ritsch, Marian
- SpringerLink (Online service)
Other Objects (12)
Well-balanced Lévy driven Ornstein-Uhlenbeck processes
Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes
Estimating drift parameters in a fractional Ornstein Uhlenbeck Process with periodic mean
Tabellen zum Ornstein-Uhlenbeck-Prozess
Optimal stable Ornstein–Uhlenbeck regression
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process
Generalized Ornstein-Uhlenbeck Processes and Extensions
Parameter estimation for Ornstein–Uhlenbeck processes driven by fractional Lévy process
Pointwise approximation of coupled Ornstein-Uhlenbeck processes
Valorización de opciones reales: modelo Ornstein-Uhlenbeck
Pointwise Approximation of Coupled Ornstein-Uhlenbeck Processes
Well-balanced Lévy driven Ornstein-Uhlenbeck processes
Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes
Estimating drift parameters in a fractional Ornstein Uhlenbeck Process with periodic mean
Tabellen zum Ornstein-Uhlenbeck-Prozess
Optimal stable Ornstein–Uhlenbeck regression
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process
Generalized Ornstein-Uhlenbeck Processes and Extensions
Parameter estimation for Ornstein–Uhlenbeck processes driven by fractional Lévy process
Pointwise approximation of coupled Ornstein-Uhlenbeck processes
Valorización de opciones reales: modelo Ornstein-Uhlenbeck
Pointwise Approximation of Coupled Ornstein-Uhlenbeck Processes
Well-balanced Lévy driven Ornstein-Uhlenbeck processes
Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes
Estimating drift parameters in a fractional Ornstein Uhlenbeck Process with periodic mean
Tabellen zum Ornstein-Uhlenbeck-Prozess
Optimal stable Ornstein–Uhlenbeck regression
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process
Generalized Ornstein-Uhlenbeck Processes and Extensions
Parameter estimation for Ornstein–Uhlenbeck processes driven by fractional Lévy process
Pointwise approximation of coupled Ornstein-Uhlenbeck processes
Valorización de opciones reales: modelo Ornstein-Uhlenbeck