Lauria, Davide; Park, Jiho; Hu, Yuan; Lindquist, W. Brent; … - In: Risks : open access journal 12 (2024) 12, pp. 1-19
develop a computational approach to estimate the SRR from empirical datasets. The approach employs principal component … analysis to model the effects of individual Brownian motions, singular value decomposition to capture abrupt changes in the …