Testing for mean reversion ... - Researchers

Testing for mean reversion in processes of Ornstein-Uhlenbeck type

Citation

Szimayer, A & Maller, R 2004, 'Testing for mean reversion in processes of Ornstein-Uhlenbeck type', Statistical Inference for Stochastic Processes, vol. 7, pp. 95-113.

Year

2004

ANU Authors

Emeritus Professor Ross Maller

Field of Research

Statistical Theory

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