Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results

By Georges Oppenheim, M. Viano. 2004

57 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5bc9b00b5c3f7bcb89b0d9e55bce1daa7a1a4631