How to test that a given process is an Ornstein–Uhlenbeck process
Crossref DOI link: https://doi.org/10.1007/s11203-020-09233-1
Published Online: 2021-01-13
Published Print: 2021-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Khmaladze, Estate V. http://orcid.org/0000-0001-7812-9099
Funding for this research was provided by:
Marsden Fund (VUW13)
Text and Data Mining valid from 2021-01-13
Version of Record valid from 2021-01-13
Article History
Received: 5 March 2020
Accepted: 10 December 2020
First Online: 13 January 2021