Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation
Work
Year: 2021
Type: article
Abstract: Generalizations of the Ornstein–Uhlenbeck process defined through Langevin equations, such as fractional Ornstein–Uhlenbeck processes, have recently received a lot of attention. However, most of the ... more
Cites: 42
Cited by: 4
Related to: 10
FWCI: 0.695
Citation percentile (by year/subfield): 81.6
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: hybrid
APC paid (est): $3,400
Funder Magnus Ehrnroothin Säätiö