keyword ‌ Ornstein-Uhlenbeck processes ‎/ (1 Article)

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The first order nonlinear autoregressive model ‎ ‎with Ornstein Uhlenbeck processes driven by white ‎noise

Writer : Nabati، Parisa ؛

Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (‎8 page(s) - From 1 to 8 )
Keywords:‌A‌utoregressive ‌model Conditional ‌‌nonlinear least squares ‌method ‌ Ornstein-Uhlenbeck processes ‌‌Semiparametric estimation‌.‌

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