机译:Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation
Turku School of Economics||Aalto University School of Science;
Aalto University School of Business;
Aalto University School of ScienceUniversidad de ValparaísoUniversité de Lille 1;
algebraic Riccati equations; consistency; Langevin equation; multivariate Ornstein–Uhlenbeck process; nonparametric estimation; stationary processes;