Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data

Caballero, Renzo; Kebaier, Ahmed; Scavino, Marco (Corresponding author); Tempone, Raul

Dordrecht [u.a.] : Springer Science + Business Media B.V (2021)
Journal Article

In: Statistics and computing
Volume: 31
Issue: 5
Page(s)/Article-Nr.: 64