The stationary distribution of Ornstein-Uhlenbeck process with a two-state Markov switching

Zhenzhong Zhang, Wenlong Wang. The stationary distribution of Ornstein-Uhlenbeck process with a two-state Markov switching. Communications in Statistics - Simulation and Computation, 46(6):4783-4794, 2017. [doi]

Authors

Zhenzhong Zhang

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Wenlong Wang

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