"Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application ..."

Julien Chevallier, Stéphane Goutte (2017)

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DOI: 10.1007/S10479-015-1967-5

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/ChevallierG17
Julien Chevallier, Stéphane Goutte:
Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching. Ann. Oper. Res. 255(1-2): 169-197 (2017)

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