JOURNAL ARTICLE

Statistical inference for Ornstein–Uhlenbeck processes based on low-frequency observations

Dingwen Zhang

Year: 2024 Journal:   Statistics & Probability Letters Vol: 216 Pages: 110286-110286   Publisher: Elsevier BV
Keywords:
Mathematics Ornstein–Uhlenbeck process Statistical inference Inference Statistics Statistical physics Econometrics Applied mathematics Stochastic process Artificial intelligence Computer science

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2
Cited By
2.00
FWCI (Field Weighted Citation Impact)
26
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0.81
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Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance
Complex Systems and Time Series Analysis
Social Sciences →  Economics, Econometrics and Finance →  Economics and Econometrics

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