A Two-Step Test for the Two-Sample Problem of Processes of Ornstein-Uhlenbeck Type

WANG Yinfeng · TANG Yanlin · ZHANG Xinsheng

Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (6) : 2067-2079.

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Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (6) : 2067-2079. DOI: 10.1007/s11424-020-8365-z

A Two-Step Test for the Two-Sample Problem of Processes of Ornstein-Uhlenbeck Type

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