Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching

Julien Chevallier, Stéphane Goutte. Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching. Annals OR, 255(1-2):169-197, 2017. [doi]

Abstract

Abstract is missing.