Occupation times of the Ornstein-Uhlenbeck process: Functional PCA and evidence from electricity prices

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Densing, M. (2012). Occupation times of the Ornstein-Uhlenbeck process: Functional PCA and evidence from electricity prices. Physica A: Statistical Mechanics and its Applications, 391(23), 5818-5826. https://doi.org/10.1016/j.physa.2012.07.040