Testing for Mean Reversion in Processes of Ornstein-Uhlenbeck Type

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Statistical Inference for Stochastic Processes, Vol. 7, Iss. 2, 2004-01 ,pp. : 95-113

Springer Publishing Company

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Simulation of multifractal products of Ornstein–Uhlenbeck type processes

By Anh Vo V   Leonenko Nikolai N   Shieh Narn-Rueih   Taufer Emanuele  

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Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process

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Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes

By Donati-Martin C.   Rouault A.   Yor M.   Zani M.  

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Central Limit Theorems for Super Ornstein-Uhlenbeck Processes

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