Least squares estimation for correlation parameters with applications to sums of Ornstein-Uhlenbeck type processes

Original language	English
Place of Publication	Department of Applied Mathematics and Statistics, University of Copenhagen
Publication status	Published - 2005

Cite this

TY - UNPB

T1 - Least squares estimation for correlation parameters with applications to sums of Ornstein-Uhlenbeck type processes

AU - Forman, Julie Lyng

PY - 2005

Y1 - 2005

M3 - Working paper

BT - Least squares estimation for correlation parameters with applications to sums of Ornstein-Uhlenbeck type processes

CY - Department of Applied Mathematics and Statistics, University of Copenhagen

ER -