Estimation and Testing in Multivariate Generalized Ornstein-Uhlenbeck Processes with Change-Points
Crossref DOI link: https://doi.org/10.1007/s13171-021-00251-6
Published Online: 2021-09-28
Published Print: 2023-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nkurunziza, Sévérien
Funding for this research was provided by:
Natural Sciences and Engineering Research Council of Canada (RGPIN-2019-04464)
Text and Data Mining valid from 2021-09-28
Version of Record valid from 2021-09-28
Article History
Received: 23 March 2020
Accepted: 11 May 2021
First Online: 28 September 2021