Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with mle
Search options not deleted
user 46004
1
vote
2
answers
3k
views
How to fix my Ornstein-Uhlenbeck parameter MLE in Python?
I am trying to fit time-series data into an Ornstein-Uhlenbeck process.
Here is my code so far:
# source for computation: https://arxiv.org/pdf/1411.5062.pdf
import math
from math import sqrt, exp, lo …
- 111
1
vote
Accepted
How to fix my Ornstein-Uhlenbeck parameter MLE in Python?
Adding on to Japser's answer, to address the division by 0, we can set a very small value for the lower bound for mu and sigma (e.g. 1x10^-5). To see the algorithm in action, see this
- 111