Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process.

Giuseppina Albano Virginia Giorno

Published in: Comput. Stat. Data Anal. (2020)

Keyphrases

stochastic process
brownian motion
stochastic processes
markov chain
stochastic model
probability distribution
multiscale
graphical models
random variables
maximum entropy