A representation and calculation of a long-memory Ornstein-Uhlenbeck process - Research - Aarhus University

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A representation and calculation of a long-memory Ornstein-Uhlenbeck process

Research output: Working paper › Research

Esben Høg, Denmark

Department of Business Studies

Translated title of the contribution	A representation and calculation of a long-memory Ornstein-Uhlenbeck process
Original language	English
Publication status	Published - 1998

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ID: 32305602