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Hi~ I am wondering that are there some packages in python for the users to fit an OU process? I know that we can convert this problem into a regression problem or an AR(1) fitting problem and back out the parameters. Basically, it is posted on this link. https://www.statisticshowto.datasciencecentral.com/wp-content/uploads/2016/01/Calibrating-the-Ornstein.pdf

However, in some situation, the parameters in the regression problem are negative and can not compute log of it? Are there some ideas?

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I know the question is old, but just to let others find an answer: There is one package I was able to find, SdePy:

https://sdepy.readthedocs.io/en/v1.1.2/generated/sdepy.ornstein_uhlenbeck_process.html

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