Parameter Estimation on Synthetic Fractional Poisson Process (FPP) data 1000 paths of length 30
0.6737MSERNN (LSTM)
Evaluation results
| Method | Links | ||
|---|---|---|---|
| RNN (LSTM)Model Type=LSTM-based framework2025.12 | 0.6737 | 0.0072 | |
| MOMMethod Name=Method of Moments2025.12 | 1.3033 | 0.0429 |