[R] mean reverting model: THANKS !

From: Josuah Rechtsteiner <rechtsteiner_at_bgki.net>
Date: Tue, 10 Mar 2009 09:24:14 +0100


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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