Brockwell, Peter J.; Lindner, Alexander Ornstein-Uhlenbeck related models driven by Lévy processes. (English) Zbl 1285.60080 Kessler, Mathieu (ed.) et al., Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on “Statistics for stochastic differential equations models”, La Manga del Mar Menor, Cartagena, Spain, May 7–12, 2007. Boca Raton, FL: CRC Press (ISBN 978-1-4398-4940-8/hbk; 978-1-4398-4976-7/ebook). Monographs on Statistics and Applied Probability 124, 383-427 (2012). Reviewer: Wanyang Dai (Nanjing) MSC: 60G51 60J60 60H10 62M05 62M09 PDFBibTeX XMLCite \textit{P. J. Brockwell} and \textit{A. Lindner}, Monogr. Stat. Appl. Probab. 124, 383--427 (2012; Zbl 1285.60080) Full Text: DOI
Kessler, Mathieu (ed.); Lindner, Alexander (ed.); Sørensen, Michael (ed.) Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on “Statistics for stochastic differential equations models”, La Manga del Mar Menor, Cartagena, Spain, May 7–12, 2007. (English) Zbl 1246.60005 Monographs on Statistics and Applied Probability 124. Boca Raton, FL: CRC Press (ISBN 978-1-4398-4940-8/hbk; 978-1-4398-4976-7/ebook). xxiv, 483 p. (2012). MSC: 60-06 62-06 60Gxx 60Hxx 60Jxx 62Mxx 00B25 PDFBibTeX XMLCite \textit{M. Kessler} (ed.) et al., Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on ``Statistics for stochastic differential equations models'', La Manga del Mar Menor, Cartagena, Spain, May 7--12, 2007. Boca Raton, FL: CRC Press (2012; Zbl 1246.60005) Full Text: DOI