Mujica-Parodi, Lilianne
- 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