Video library: V. A. Panov, Statistical inference for generalized Ornstein

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Workshop “Frontiers of High Dimensional Statistics, Optimization, and Econometrics”
February 27, 2015 15:30–16:00, Moscow, HSE, Shabolovskaya 26, 3211

Statistical inference for generalized Ornstein - Uhlenbeck processes

V. A. Panov

National Research University "Higher School of Economics", Moscow

Language: English