Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Journal of Theoretical Probability Pub Date : 2023-02-15 DOI:10.1007/s10959-023-01238-9

R. Belfadli, Khalifa Es-Sebaiy, Fatima-Ezzahra Farah

引用次数: 0

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第二类高斯Ornstein-Uhlenbeck过程的挥发性估计

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Theoretical Probability 数学-统计学与概率论

CiteScore

1.50

自引率

12.50%

发文量

审稿时长

6-12 weeks

期刊介绍： Journal of Theoretical Probability publishes high-quality, original papers in all areas of probability theory, including probability on semigroups, groups, vector spaces, other abstract structures, and random matrices. This multidisciplinary quarterly provides mathematicians and researchers in physics, engineering, statistics, financial mathematics, and computer science with a peer-reviewed forum for the exchange of vital ideas in the field of theoretical probability.