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Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes.

Yanfeng WuJianqiang HuXinsheng Zhang
Published in: Discret. Event Dyn. Syst. (2019)
Keyphrases
  • poisson processes
  • poisson process
  • maximum likelihood
  • edge detection
  • optimal solution
  • stochastic processes