[R] mean reverting model: THANKS !

Josuah Rechtsteiner rechtsteiner at bgki.net
Tue Mar 10 09:24:14 CET 2009


dear useRs (especially andrew and gabor),

you have helped me a lot, the ar(1)/ornstein-uhlenbeck type is exactly  
it (0<a<1 is necessary).

thank you,

josuah




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