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Oct
28
revised Taylor series for df
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Oct
28
comment Taylor series for df
Sorry, wrong way around, I edit the answer.
Oct
28
answered Taylor series for df
Apr
1
comment How the Ornstein–Uhlenbeck process can be considered as the continuous-time analogue of the discrete-time AR(1) process?
I remembered your answer and posted it a bit differently answering another question here. Don't you need the approximation $dX_t \approx X_{k+1}-X_k$ on the left hand side and then you put the $X_k$ on the rhs and get another paramter as the AR coefficient?
Oct
3
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Oct
3
comment How the Ornstein–Uhlenbeck process can be considered as the continuous-time analogue of the discrete-time AR(1) process?
Very clear ... good answer.
Oct
14
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Oct
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Feb
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Oct
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Oct
1
answered elementary negation