On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes

On the Theory of the Brownian Motion

G. E. Uhlenbeck, L. S. Ornstein · Physical Review · 1930 · 4.5K citations

Natural Sciences, Physics, Quantum Mechanics +16

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

J. Durbin, G. S. Watson · Biometrika · 1951 · 3.6K citations

Social Sciences, Economics, Econometrics +14

Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics

Ole E. Barndorff–Nielsen, Neil Shephard · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2001 · 1.9K citations

Business, Economics, Finance +16

Testing for Serial Correlation in Least Squares Regression: I

J. Durbin, G. S. Watson · Biometrika · 1950 · 949 citations

Social Sciences, Biostatistics, Econometrics +10

On the theory of brownian motion

P. Mazur · Physica · 1959 · 941 citations

Natural Sciences, Mathematics, Physics +13