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"Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process."

Giuseppina Albano, Virginia Giorno (2020)

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DOI: 10.1016/J.CSDA.2020.107008

access: closed

type: Journal Article

metadata version: 2020-07-15

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Giuseppina Albano, Virginia Giorno:
Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process. Comput. Stat. Data Anal. 150: 107008 (2020)

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