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Material Type: Artigo
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Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processesEndres, S. ; Stübinger, J.Applied economics, 2019-06, Vol.51 (29), p.3153-3169 [Periódico revisado por pares]London: RoutledgeTexto completo disponível |
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Material Type: Artigo
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SCOUP: a probabilistic model based on the Ornstein-Uhlenbeck process to analyze single-cell expression data during differentiationMatsumoto, Hirotaka ; Kiryu, HisanoriBMC bioinformatics, 2016-06, Vol.17 (1), p.232-232, Article 232 [Periódico revisado por pares]England: BioMed Central LtdTexto completo disponível |
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Material Type: Artigo
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Parameter estimation for fractional Ornstein–Uhlenbeck processesHu, Yaozhong ; Nualart, DavidStatistics & probability letters, 2010-06, Vol.80 (11), p.1030-1038 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economicsBarndorff-Nielsen, Ole E. ; Shephard, NeilJournal of the Royal Statistical Society. Series B, Statistical methodology, 2001, Vol.63 (2), p.167-241 [Periódico revisado por pares]Oxford, UK and Boston, USA: Blackwell Publishers LtdTexto completo disponível |
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Material Type: Artigo
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Gamma-related Ornstein-Uhlenbeck processes and their simulationSabino, Piergiacomo ; Cufaro Petroni, NicolaJournal of statistical computation and simulation, 2021-04, Vol.91 (6), p.1108-1133 [Periódico revisado por pares]Abingdon: Taylor & FrancisTexto completo disponível |
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Material Type: Artigo
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Least squares estimators for reflected Ornstein–Uhlenbeck processesYuecaia, Han ; Dingwen, ZhangCommunications in statistics. Theory and methods, 2023-10, p.1-14 [Periódico revisado por pares]Texto completo disponível |
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Material Type: Artigo
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Quantitative mixing and dissipation enhancement property of Ornstein-Uhlenbeck flowPappalettera, UmbertoCommunications in partial differential equations, 2022-12, Vol.47 (12), p.2309-2340 [Periódico revisado por pares]Philadelphia: Taylor & FrancisTexto completo disponível |
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Material Type: Artigo
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Gaussian and hermite Ornstein-Uhlenbeck processesEs-Sebaiy, KhalifaStochastic analysis and applications, 2023-03, Vol.41 (2), p.394-423 [Periódico revisado por pares]Philadelphia: Taylor & FrancisTexto completo disponível |
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Material Type: Artigo
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Least squares estimator for Ornstein-Uhlenbeck processes driven by small fractional Lévy noisesWang, Qingbo ; Shen, Guangjun ; Gao, ZhenlongCommunications in statistics. Theory and methods, 2021-04, Vol.50 (8), p.1838-1855 [Periódico revisado por pares]Philadelphia: Taylor & FrancisTexto completo disponível |
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Material Type: Artigo
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On the simulation of general tempered stable Ornstein-Uhlenbeck processesGrabchak, MichaelJournal of statistical computation and simulation, 2020-04, Vol.90 (6), p.1057-1081 [Periódico revisado por pares]Abingdon: Taylor & FrancisTexto completo disponível |