Estimation for nonnegative Lévy-driven ornstein-uhlenbeck processes

Journal of Applied Probability

Volumn 44, Issue 4, 2007, Pages 977-989

  Brockwell, Peter J ^a   Davis, Richard A ^b   Yang, Yu ^a  

^a Department of Environmental and Radiological Health Sciences   (United States)

^b Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Continuous time autoregression; L vy process; Ornstein Uhlenbeck process; Sampled process; Stochastic differential equation

Indexed keywords

EID: 38949175722     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1197908818     Document Type: Article

References (9)

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