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]
@article{ChevallierG17,
title = {Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching},
author = {Julien Chevallier and Stéphane Goutte},
year = {2017},
doi = {10.1007/s10479-015-1967-5},
url = {https://doi.org/10.1007/s10479-015-1967-5},
researchr = {https://researchr.org/publication/ChevallierG17},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {255},
number = {1-2},
pages = {169-197},
}