<  Back to the Polytechnique Montréal portal

On the integral of the sum of squared Ornstein-Uhlenbeck processes

Mario Lefebvre

Article (2000)

An external link is available for this item
Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/28039/
Journal Title: Sankhya: The indian journal of statistics, Série A (vol. 62, no. 1)
Official URL: http://www.jstor.org/stable/25051285
Date Deposited: 18 Apr 2023 15:22
Last Modified: 25 Sep 2024 16:09
Cite in APA 7: Lefebvre, M. (2000). On the integral of the sum of squared Ornstein-Uhlenbeck processes. Sankhya: The indian journal of statistics, Série A, 62(1), 11-22. http://www.jstor.org/stable/25051285

Statistics

Stats are not available on this system.

Repository Staff Only

View Item View Item