Ville Laitinen, Leo Lahti. A Hierarchical Ornstein-Uhlenbeck Model for Stochastic Time Series Analysis. In Wouter Duivesteijn, Arno Siebes, Antti Ukkonen, editors, Advances in Intelligent Data Analysis XVII - 17th International Symposium, IDA 2018, 's-Hertogenbosch, The Netherlands, October 24-26, 2018, Proceedings. Volume 11191 of Lecture Notes in Computer Science, pages 188-199, Springer, 2018. [doi]
Abstract is missing.