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Published in 2019 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2019.1645855
Abstract: Abstract Physics, chemistry, biology or finance are just some examples out of the many fields where complex Ornstein-Uhlenbeck (OU) processes have various applications in statistical modeling. They play role e.g. in the description of the…
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Keywords:
complex ornstein;
uhlenbeck processes;
prediction complex;
ornstein uhlenbeck ... See more keywords