Results 111 to 120 of about 10,498,711 (191)

Estimating continuous-time income models

open access: yes, 2010
While earning processes are commonly unobservable income flows which evolve in continuous time, observable income data are usually discrete, having been aggregated over time.
Schluter, Christian, Trede, Mark
core  

Estimating a Centered Ornstein-Uhlenbeck Process under Measurement Errors

open access: yes, 2014
http://demonstrations.wolfram.com/EstimatingACenteredOrnsteinUhlenbeckProcessUnderMeasurementE/.Estimating a Centered Ornstein-Uhlenbeck Process under Measurement Errorshttp://demonstrations.wolfram.com ...
Girard, Didier A.
core  

A note about conditional Ornstein-Uhlenbeck processes

open access: yes, 2008
In this short note, the identity in law, which was obtained by P. Salminen, between on one hand, the Ornstein-Uhlenbeck process with parameter gamma, killed when it reaches 0, and on the other hand, the 3-dimensional radial Ornstein-Uhlenbeck process ...
Bentata, Amel
core  

Determining the background driving process of the Ornstein-Uhlenbeck model

open access: yesElectronic Journal of Differential Equations, 2023
Maria C. Mariani   +4 more
doaj  

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