barndorff-nielsen.stelzer:11:multivariate¶
BibTeX Entry:
@article{barndorff-nielsen.stelzer:11:multivariate,
author = {Barndorff-Nielsen, Ole Eiler and Stelzer, Robert},
doi = {10.1214/10-AAP690},
fjournal = {The Annals of Applied Probability},
issn = {1050-5164},
journal = {Ann. Appl. Probab.},
mrclass = {60J75 (60E07 60G51 60G57)},
mrnumber = {2759198},
mrreviewer = {Yasushi Ishikawa},
number = {1},
pages = {140--182},
title = {Multivariate sup{OU} processes},
url = {https://doi.org/10.1214/10-AAP690},
volume = {21},
year = {2011}
}