34 citations · 34 across the 1 of their papers we have counts for
1 paper
Gang Huang, Marijn Jansen, Michel Mandjes +2
In this paper we consider an Ornstein-Uhlenbeck (OU) process (M(t))t⩾0 whose parameters are determined by an external Markov process (X(t))t⩾0 on a fini…