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机译:向量值广义 Ornstein-Uhlenbeck 过程:性质和参数估计
Univ Turku;
Aalto Univ Sch Sci;
Aalto UnivUniv ValparaisoUniv Lille 1;
algebraic Riccati equations; consistency; Langevin equation; multivariate Ornstein-Uhlenbeck process; nonparametric estimation; stationary processes; LANGEVIN EQUATION; RICCATI EQUATION; DRIVEN; STATIONARY; MODELS;