2 papers
stat.ME2026
Multidimensional Integral Fractional Ornstein--Uhlenbeck Process with an Application to Animal Movement
J. H. RamÃrez-González, J. H. Ramírez-González, Erick A. Chacón-Montalván +3
Fractional Ornstein--Uhlenbeck (fOU) processes model temporal dependence and memory, including long-range dependence, while retaining the classical Ornstein--Uhlenbeck process as a…
stat.ML2025
Neural Networks for Tamed Milstein Approximation of SDEs with Additive Symmetric Jump Noise Driven by a Poisson Random Measure
Jose-Hermenegildo Ramirez-Gonzalez, Ying Sun
This work aims to estimate the drift and diffusion functions in stochastic differential equations (SDEs) driven by a particular class of Lévy processes with finite jump intensity,…