Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small General Gaussian noise

Statistical Papers 2026

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Authors: Héctor Araya, Francisco Plaza-Vega, Eloy Alvarado
DOI: 10.1007/s00362-026-01804-3
Cited by: 1
References: 29

Fields of Study & Subjects

Stochastic processes and financial applications Financial Risk and Volatility Modeling stochastic dynamics and bifurcation

Publication details

Journal / source
Statistical Papers
Publisher
Springer Science and Business Media LLC
Volume
67
Issue
3
Publication date
15 April 2026
Language
EN