An in-context approach to estimate the parameters of a stochastic process

Aziz Temirkhanov, Kseniia Kuvshinova, Dmitry Simakov

Keywords: time-series, zero-shot, stohastic processes

TL;DR: In this paper, we propose an in-context learning-based approach for estimating the parameters of Ornstein-Uhlenbeck processes from their realizations

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Submission Number: 178