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. 2022 Jun 22;478(2262):20210710. doi: 10.1098/rspa.2021.0710

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© 2022 The Authors.

Published by the Royal Society under the terms of the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/, which permits unrestricted use, provided the original author and source are credited.

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Figure 10. — Parameter estimate for the multivariate OU model. (a) SGD with the score estimate. (b) Newton method with score and Hessian estimate. (Online version in colour.)