A Two-Step Test for the Two-Sample Problem of Processes of Ornstein-Uhlenbeck Type

Yinfeng Wang, Yanlin Tang, Xinsheng Zhang. A Two-Step Test for the Two-Sample Problem of Processes of Ornstein-Uhlenbeck Type. J. Systems Science & Complexity, 33(6):2067-2079, 2020. [doi]

Abstract

Abstract is missing.