Ornstein-Uhlenbeck process

(redirected from Mean reverting process)

Ornstein-Uhlenbeck process

[¦ȯrn‚stīn ′ü·lən‚bek ‚prä‚ses]
(statistics)
A stochastic process used as a theoretical model for Brownian motion.
References in periodicals archive ?
2007b: Do real exchange rates follow a non-linear mean reverting process in developing countries?