Renzo Caballero, Ahmed Kebaier, Marco Scavino, Raúl Tempone. Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data. Statistics and Computing, 31(5):64, 2021. [doi]
@article{CaballeroKST21,
title = {Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data},
author = {Renzo Caballero and Ahmed Kebaier and Marco Scavino and Raúl Tempone},
year = {2021},
doi = {10.1007/s11222-021-10040-8},
url = {https://doi.org/10.1007/s11222-021-10040-8},
researchr = {https://researchr.org/publication/CaballeroKST21},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {31},
number = {5},
pages = {64},
}