JOURNAL ARTICLE
On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes
Bernard BercuFrédéric ProïaNicolas Savy
Year: 2013 Journal: Statistics & Probability Letters Vol: 85 Pages: 36-44 Publisher: Elsevier BV
Keywords:
Ornstein–Uhlenbeck process Mathematics Estimator Stochastic process Statistical physics Applied mathematics Statistics Physics
Metrics
17
Cited By
1.10
FWCI (Field Weighted Citation Impact)
29
Refs
0.84
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Random Matrices and Applications
Physical Sciences → Mathematics → Statistics and Probability
Stochastic processes and statistical mechanics
Physical Sciences → Mathematics → Mathematical Physics
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