2 papers
math.ST2026
Parameter estimation in generalized fractional neuronal models
Pauliina Ilmonen, Milla Laurikkala, Enrica Pirozzi +2
We investigate a generalized stochastic fractional neuronal model combining fractional dynamics with correlated stochastic inputs. The proposed framework is described by a fraction…
econ.EM2025
Data driven modeling of multiple interest rates with generalized Vasicek-type models
Pauliina Ilmonen, Milla Laurikkala, Kostiantyn Ralchenko +2
The Vasicek model is a commonly used interest rate model, and there exist many extensions and generalizations of it. However, most generalizations of the model are either univariat…