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Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination

30 November 2020

Papers citing "Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination"

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Title
Drift Estimation for a Lévy-Driven Ornstein-Uhlenbeck Process with Heavy Tails A. Gushchin I. Pavlyukevich Marian Ritsch 29 4 0 25 Nov 2019
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes H. Mai 57 44 0 12 Mar 2014