Testing for mean reversion in processes of Ornstein-Uhlenbeck type

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	95-113
Journal	Statistical Inference for Stochastic Processes
Volume	7
Publication status	Published - 2004

Cite this

@article{ada5876071ec42f59754236f281326d1,

title = "Testing for mean reversion in processes of Ornstein-Uhlenbeck type",

author = "A Szimayer and Ross Maller and Ross Maller",

year = "2004",

language = "English",

volume = "7",

pages = "95--113",

journal = "Statistical Inference for Stochastic Processes",

publisher = "Kluwer Academic Publishers",

}