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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