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

Field of Research

  • Statistical Theory

Updated:  01 October 2023 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers