Testing for Mean Reversion in Processes of Ornstein-Uhlenbeck Type

Alexander Szimayer, R.A. Maller

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

Original language	English
Pages (from-to)	95-113
Journal	Statistical Inference for Stochastic Processes
Volume	7
Issue number	2
Publication status	Published - 2004

Cite this

@article{f8228192f0e542df9563609c06c22848,

title = "Testing for Mean Reversion in Processes of Ornstein-Uhlenbeck Type",

author = "Alexander Szimayer and R.A. Maller",

year = "2004",

language = "English",

volume = "7",

pages = "95--113",

journal = "Statistical Inference for Stochastic Processes",

issn = "1572-9311",

publisher = "Springer",

number = "2",

}