Author： Zhang Shibin
Publisher： Taylor & Francis Ltd
ISSN： 0094-9655
Source： Journal of Statistical Computation and Simulation, Vol.81, Iss.11, 2011-11, pp. : 1533-1544
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Short and Long Memory Fractional Ornstein-Uhlenbeck α-Stable Processes
Stochastic Models, Vol. 23, Iss. 3, 2007-07 ,pp. :
Access to resources
Recommend
Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process
By Rifo Laura
Stochastic Models, Vol. 29, Iss. 3, 2013-07 ,pp. :
Exit Times and Poisson Kernels of the Ornstein-Uhlenbeck Diffusion
By Graczyk P.
Stochastic Models, Vol. 24, Iss. 2, 2008-04 ,pp. :
Survival Models Based on the Ornstein-Uhlenbeck Process
By Aalen Odd
Lifetime Data Analysis, Vol. 10, Iss. 4, 2004-12 ,pp. :
Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process 1
By Alili L.
Stochastic Models, Vol. 21, Iss. 4, 2005-01 ,pp. :