Optimal stable Ornstein–Uhlenbeck regression

Modelling uncertainties in electrical power systems with stochastic differential equations

(2019) Humberto Verdejo et al.   INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS

Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process

(2018) Hiroki Masuda   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Phylogenetic Ornstein–Uhlenbeck regression curves

(2014) Dwueng-Chwuan Jhwueng et al.   STATISTICS & PROBABILITY LETTERS

A least squares estimator for discretely observed Ornstein–Uhlenbeck processes driven by symmetric α-stable motions

(2012) Shibin Zhang et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

A Stochastic Evolutionary Model for Protein Structure Alignment and Phylogeny

(2012) C. J. Challis et al.   MOLECULAR BIOLOGY AND EVOLUTION

Modeling the electric power consumption in a multi-area system

(2010) Magnus Perninge et al.   EUROPEAN TRANSACTIONS ON ELECTRICAL POWER

Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes

(2010) Hiroki Masuda   Electronic Journal of Statistics

A Note on Unit Root Tests with Infinite Variance Noise

(2009) D. M. Mahinda Samarakoon et al.   Econometric Reviews

Least squares estimator for Ornstein–Uhlenbeck processes driven by α-stable motions

(2009) Yaozhong Hu et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS