LÉVY PROCESS BASED ORNSTEIN-UHLENBECK TEMPERATURE MODEL WITH TIME VARYING SPEED OF MEAN REVERSION (Q5229445)
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scientific article; zbMATH DE number 7094523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LÉVY PROCESS BASED ORNSTEIN-UHLENBECK TEMPERATURE MODEL WITH TIME VARYING SPEED OF MEAN REVERSION |
scientific article; zbMATH DE number 7094523 |
Statements
LÉVY PROCESS BASED ORNSTEIN-UHLENBECK TEMPERATURE MODEL WITH TIME VARYING SPEED OF MEAN REVERSION (English)
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15 August 2019
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Lévy process
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Ornstein-Uhlenbeck
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mean reversion
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Wiener process
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normal inverse Gaussian
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neural networks
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deseasonalized
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detrended
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temperature
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residuals
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