Exponential Ergodicity and β-Mixing Property for Generalized Ornstein-Uhlenbeck Processes

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ISSN Print: 2162-2078
ISSN Online: 2162-2086
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E-mail: tel@scirp.org

"Exponential Ergodicity and β-Mixing Property for Generalized Ornstein-Uhlenbeck Processes"
written by Oesook Lee,
published by Theoretical Economics Letters, Vol.2 No.1, 2012

has been cited by the following article(s):

[1]	Log-ergodic price processes in mathematical finance
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[2]	Log-ergodicity: A New Concept for Modeling Financial Markets
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[3]	Inférence statistique dans une équation différentielle stochastique bilinéaire
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[4]	Moment method estimation of first-order continuous-time bilinear processes
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[5]	Ergodic aspects of some Ornstein–Uhlenbeck type processes related to Lévy processes
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[6]	Inférence statistique dans les équations différentielles stochastiques
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[7]	Ergodic properties of generalized Ornstein–Uhlenbeck processes
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[8]	Ergodic aspects of some Ornstein-Uhlenbeck type processes related to L {\'e} vy processes
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[9]	Ergodic properties of generalized Ornstein--Uhlenbeck processes
	arXiv preprint arXiv:1606.01232, 2016

[10]	On the use of high frequency measures of volatility in MIDAS regressions
	Journal of Econometrics, 2016

[11]	Statistical inference for generalized Ornstein-Uhlenbeck processes
	arXiv preprint arXiv:1503.03381, 2015

[12]	Continuous Time Approximations to GARCH (1, 1)-Family Models and Their Limiting Properties
	2014

[1]	Ergodic aspects of some Ornstein–Uhlenbeck type processes related to Lévy processes Stochastic Processes and their Applications, 2019 DOI:10.1016/j.spa.2018.05.007

[2]	Ergodic properties of generalized Ornstein–Uhlenbeck processes Stochastic Processes and their Applications, 2018 DOI:10.1016/j.spa.2017.04.010

[3]	Ergodic aspects of some Ornstein–Uhlenbeck type processes related to Lévy processes Stochastic Processes and their Applications, 2018 DOI:10.1016/j.spa.2018.05.007

[4]	On the use of high frequency measures of volatility in MIDAS regressions Journal of Econometrics, 2016 DOI:10.1016/j.jeconom.2016.04.012

[5]	Statistical inference for generalized Ornstein-Uhlenbeck processes Electronic Journal of Statistics, 2015 DOI:10.1214/15-EJS1063

[6]	Continuous Time Approximations to GARCH(1, 1)-Family Models and Their Limiting Properties Communications for Statistical Applications and Methods, 2014 DOI:10.5351/CSAM.2014.21.4.327

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