Least squares estimation for correlation parameters with applications to sums of Ornstein-Uhlenbeck type processes

Publikation: Working paper › Forskning

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Least squares estimation for correlation parameters with applications to sums of Ornstein-Uhlenbeck type processes. / Forman, Julie Lyng.

Department of Applied Mathematics and Statistics, University of Copenhagen, 2005.

Publikation: Working paper › Forskning

Harvard

Forman, JL 2005 'Least squares estimation for correlation parameters with applications to sums of Ornstein-Uhlenbeck type processes' Department of Applied Mathematics and Statistics, University of Copenhagen.

APA

Forman, J. L. (2005). Least squares estimation for correlation parameters with applications to sums of Ornstein-Uhlenbeck type processes.

Vancouver

Forman JL. Least squares estimation for correlation parameters with applications to sums of Ornstein-Uhlenbeck type processes. Department of Applied Mathematics and Statistics, University of Copenhagen. 2005.

Author

Forman, Julie Lyng. / Least squares estimation for correlation parameters with applications to sums of Ornstein-Uhlenbeck type processes. Department of Applied Mathematics and Statistics, University of Copenhagen, 2005.

Bibtex

@techreport{2398bd30cc2d11dd9473000ea68e967b,

title = "Least squares estimation for correlation parameters with applications to sums of Ornstein-Uhlenbeck type processes",

author = "Forman, {Julie Lyng}",

year = "2005",

language = "English",

type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Least squares estimation for correlation parameters with applications to sums of Ornstein-Uhlenbeck type processes

AU - Forman, Julie Lyng

PY - 2005

Y1 - 2005

M3 - Working paper

BT - Least squares estimation for correlation parameters with applications to sums of Ornstein-Uhlenbeck type processes

CY - Department of Applied Mathematics and Statistics, University of Copenhagen

ER -

ID: 9198824