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20122023
most citedModelling, simulation and inference for multivariate time series of counts

1 citations · 3 across the 6 of their papers we have counts for

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stat.ME2014

A Lévy-driven rainfall model with applications to futures pricing

Ragnhild C. Noven, Almut E. D. Veraart, Axel Gandy

We propose a parsimonious stochastic model for characterising the distributional and temporal properties of rainfall. The model is based on an integrated Ornstein-Uhlenbeck process…