https://www.selleckchem.com/pr....oducts/iacs-010759-i
Particulate matter with 10 micrometers or less in diameter ($ PM_10 $) from several italian cities is modeled by means of a non homogeneous Ornstein Uhlenbeck process. Such model includes two deterministic time dependent functions in the infinitesimal moments to describe the presence of exogeneous terms in the typical dynamics of the phenomenon. An iterative estimating procedure combining the maximum likelihood estimation and a generalized method of moments is provided. A Quandt Likelihood Ratio test for detecting structu
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