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Parameter estimation from an Ornstein-Uhlenbeck process with measurement noise

By Simon Carter and others at
LogoStony Brook University
This article aims to investigate the impact of noise on parameter fitting for an Ornstein-Uhlenbeck process, focusing on the effects of multiplicative and thermal noise on the accuracy of signal separation. To address these issues, we propose algorithms and methods that can effectively distinguish between thermal and multiplicative noise and... Show more
July 10, 2024
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Parameter estimation from an Ornstein-Uhlenbeck process with measurement noise
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