# Ornstein isomorphism theorem

## Papers overview

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2015

2015

- IEEE Aerospace Conference
- 2015

This paper introduces multi-target filtering advances for challenging multi-target tracking scenarios. First, we propose anâ€¦Â (More)

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2013

2013

- 2013

Hierarchical autocorrelation in the error term of linear models arises when sampling units are related to each other according toâ€¦Â (More)

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2012

2012

- SIAM J. Financial Math.
- 2012

We present a multivariate stochastic volatility model with leverage, which is flexible enough to recapture the individualâ€¦Â (More)

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2010

2010

- ArXiv
- 2010

Recent studies have shown that the majority of todayâ€™s internet traffic is related to Peer to Peer (P2P) traffic. The study ofâ€¦Â (More)

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2009

2009

- 2009

Background: Currently available methods of ancestral reconstruction are built either on Brownian Motion (BM) or Ornsteinâ€¦Â (More)

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2009

2009

- 2009

Using positive semidefinite processes of Ornstein-Uhlenbeck type a multivariate Ornstein-Uhlenbeck (OU) type stochasticâ€¦Â (More)

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2007

2007

- 2007

The recent deregulation of electricity markets has led to the creation of energy exchanges, where the electricity is traded likeâ€¦Â (More)

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2004

2004

- 2004

This paper provides explicit analytical characterizations for first hitting time densities for Coxâ€“Ingersollâ€“Ross (CIR) andâ€¦Â (More)

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2003

2003

- 2003

In this paper, we study the detailed distributional properties of integrated nonGaussian Ornsteinâ€“Uhlenbeck (intOU) processesâ€¦Â (More)

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Highly Cited

1996

Highly Cited

1996

- 1996

-We examined the statistical performance (in terms of type I error rates) of Felsenstein's (1985, Am. Nat. 125:l-15) comparativeâ€¦Â (More)

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