A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Parameter Estimation

13 August 2021

Papers citing "A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Parameter Estimation"

3 / 3 papers shown

Title
Seasonal FIEGARCH Processes Silvia R.C. Lopes T. S. Prass AI4TS 21 8 0 23 Apr 2019
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes H. Mai 57 44 0 12 Mar 2014
MCMC Bayesian Estimation in FIEGARCH Models T. S. Prass Silvia R.C. Lopes J. Achcar 51 3 0 05 Apr 2013