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An ergodic-type theorem for generalized Ornstein–Uhlenbeck processes

✍ Scribed by Yurachkivsky, Andriy

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Limit theorems for a nonhomogeneous Orns

✍ O. V. Rusakov; A. N. Chuprunov 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 215 KB

Ratio limit theorems for branching Ornst

✍ K. Enderle; H. Hering 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 897 KB

Superposition of Ornstein--Uhlenbeck Typ

✍ Barndorff-Nielsen, O. E. 📂 Article 📅 2001 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 199 KB

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✍ Birgit Eie 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 321 KB

Sequential maximum likelihood estimation

✍ Lijun Bo; Xuewei Yang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 289 KB

Generalized jump-type Ornstein-Uhlenbeck

✍ Ravi Chari 📂 Article 📅 1990 🏛 Springer US 🌐 English ⚖ 679 KB