Authors Alex Serès, Argimiro Arratia, and Alejandra Cabaña Year of Publication 2016 Publisher Proceedings of the 1st Workshop on MIning DAta for financial applicationS Volume 1774 (MIDAS 2016) Pagination 31-42 URL http://ceur-ws.org/Vol-1774/ ← An Alternative to CARMA Models via Iterations of Ornstein–Uhlenbeck Processes → Applying INAR-hidden Markov chains in the analysis of under-reported data