Open Research

Testing for mean reversion in processes of Ornstein-Uhlenbeck type

dc.contributor.author	Szimayer, A
dc.contributor.author	Maller, Ross
dc.date.accessioned	2015-12-13T22:50:41Z
dc.date.available	2015-12-13T22:50:41Z
dc.identifier.issn	1387-0874
dc.identifier.uri	http://hdl.handle.net/1885/80904
dc.publisher	Kluwer Academic Publishers
dc.source	Statistical Inference for Stochastic Processes
dc.title	Testing for mean reversion in processes of Ornstein-Uhlenbeck type
dc.type	Journal article
local.description.notes	Imported from ARIES
local.description.refereed	Yes
local.identifier.citationvolume	7
dc.date.issued	2004
local.identifier.absfor	010405 - Statistical Theory
local.identifier.ariespublication	MigratedxPub9208
local.type.status	Published Version
local.contributor.affiliation	Szimayer, A, University of Western Australia
local.contributor.affiliation	Maller, Ross, College of Business and Economics, ANU
local.bibliographicCitation.startpage	95
local.bibliographicCitation.lastpage	113
dc.date.updated	2015-12-11T10:41:54Z
Collections	ANU Research Publications

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