How do you prove that a process is Ornstein-Uhlenbeck? More specifically, how do you prove the mean reversion behavior?

You have a time series. How do you prove a possible mean reversion behavior?

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    $\begingroup$ Please clarify your specific problem or provide additional details to highlight exactly what you need. As it's currently written, it's hard to tell exactly what you're asking. $\endgroup$
    – Community Bot
    Commented Jun 11 at 9:08
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    $\begingroup$ Mainly provide a bit more context. $\endgroup$
    – Kurt G.
    Commented Jun 11 at 9:37
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    $\begingroup$ I think the questions here are supposed to be mainly context, so if you edit, mainly add some more information about the question, e.g. showing your main attempts. I will add the title into the question. $\endgroup$
    – GSmith
    Commented Jun 11 at 10:11


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