Ornstein-Uhlenbeck process
(redirected from Mean-reverting process)

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Ornstein-Uhlenbeck process [¦ȯrn‚stīn ′ü·lən‚bek ‚prä‚ses]

(statistics)

A stochastic process used as a theoretical model for Brownian motion.

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No references found			Each country's exposure to disaster risk varies over time according to a mean-reverting process. Monetary Economics by NBER Reporter Application of this new test by most recent studies reveals that the new test supports the PPP more often than the standard ADF test implying that the mean-reverting process of real exchange rates follows a non-linear path. Black market exchange rate versus the official rate in testing the ... by Bahmani-Oskooee, Mohsen; Tanku, Altin / Comparative Economic Studies These results support the two-regime TAR specification for all five countries--a stationary mean-reverting process for interest rate differentials outside the bands and a unit root process inside the bands. Domestic-foreign interest rate differentials: near unit roots and ... by Wohar, Mark E. / Southern Economic Journal			mean specific heat mean spherical intensity mean spring range mean spring rise mean square mean stress Mean Sun mean temperature mean temperature difference mean terms mean tide mean tide level mean time mean time between failures Mean Time Between Faults mean time to failure Mean Time To Recovery mean time to repair mean trajectory Mean Value Mean Value Theorem mean velocity mean water level mean, median, and mode mean-average boiling point Mean-reverting process mean-square deviation mean-square error mean-square velocity mean-square-error criterion Mean-Time Clock mean-time screw mean-tone scale mean-value theorems Meana-Baba Meander meander bar meander belt meander core meander niche meander plain meander scar meander spur meandering shear wall meandering stream Meanders Meaning means of egress means of escape Means of Production means test			Mean Venular Leukocyte Concentration Mean Vertical Velocity Mean Vibration Seconds Mean Volume Backscattering Strength Mean Volume Between Failure Mean Wafers Between Breaks Mean Wafers Between Failures Mean Wafers Between Interrupts Mean Waiting Time Mean Wall Shear Rate Mean Warmest Month Temperature Mean Water Level Mean Water Level Mean Weighted Skin Temperature mean well Mean Wet-Bulb Mean Width Ratio Mean Year Mean Zone Difference Mean, Arithmetic mean, median, and mode Mean, Median, Mode, Range mean-average boiling point Mean-Field Force Approximation Mean-Reverting Jump Diffusion Mean-reverting process Mean-Shape Vector Quantization Mean-Sign-Change with Cyclic Redundancy Check mean-spirited mean-spirited mean-spiritedly mean-spiritedly mean-spiritedness mean-spiritedness Mean-Square Auto-Correlation Mean-Square Average Mean-Square Cross-Correlation mean-square deviation Mean-square error Mean-square error Mean-Square Relative Displacement mean-square velocity Mean-Square Weight Enumerating Function mean-square-error criterion Mean-Squared Amplitude-Estimation Error Mean-Squared Channel-Estimation Error Mean-Squared Weight Error Mean-Squared Weighted Inner Product Mean-Subtracted Lowest Frequency Sub-Band mean-tempered Mean-Time Clock mean-time screw Mean-Time-Between-Critical-Failures, Hardware mean-tone scale

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Ornstein-Uhlenbeck process (redirected from Mean-reverting process)

Ornstein-Uhlenbeck process
(redirected from Mean-reverting process)