2 papers
eess.SY2023
Probabilistic Load Forecasting of Distribution Power Systems based on Empirical Copulas
Pål Forr Austnes, Celia García-Pareja, Fabio Nobile +1
Accurate and reliable electricity load forecasts are becoming increasingly important as the share of intermittent resources in the system increases. Distribution System Operators (…
math.ST2023
Unbiased likelihood estimation of Wright-Fisher diffusion processes
Celia García-Pareja, Fabio Nobile
In this paper we propose a Monte Carlo maximum likelihood estimation strategy for discretely observed Wright-Fisher diffusions. Our approach provides an unbiased estimator of the l…