most citedA Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Parameter Estimation

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math.ST2021★ 1 cited

A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Parameter Estimation

J. Stein, S. R. C. Lopes, A. V. Medino

In this work, we study the class of stochastic process that generalizes the Ornstein-Uhlenbeck processes, hereafter called by \emph{Generalized Ornstein-Uhlenbeck Type Process} and…