Stochastic delay differential equations and related autoregressive models-Reference-Cited by-同舟云学术

Stochastic delay differential equations and related autoregressive models

Published:2019-06-27 Issue:3 Volume:92 Page:454-477
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Basse-O'Connor Andreas¹,Nielsen Mikkel Slot¹^ORCID,Pedersen Jan¹,Rohde Victor¹

Affiliation:

1. Department of Mathematics, Aarhus University, Aarhus, Denmark

Funder

Danish Council for Independent Research

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2019.1635601

Reference28 articles.

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2. Quasi Ornstein–Uhlenbeck processes

3. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics

4. Ambit Stochastics

5. Characterization of the finite variation property for a class of stationary increment infinitely divisible processes

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