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Mujica-Parodi, Lilianne

  1. Parameter estimation from an Ornstein-Uhlenbeck process with measurement noise
    2023/05/22 by Simon Carter, Carter, Simon, Mujica-Parodi, Lilianne +1 · 1 citation
    Economics, Econometrics and Finance · Decision Sciences · #Complex Systems and Time Series Analysis #Advanced Statistical Process Monitoring #Financial Risk and Volatility Modeling