An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes (Q1957358): Difference between revisions

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+David Kleinhans
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+Rudolf Friedrich
@@ Property / author: Rudolf Friedrich / rank @@
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@@ Property / author @@
+Joachim Peinke
@@ Property / author: Joachim Peinke / rank @@
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+MaRDI publication profile
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+W2150739273
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+physics/0502152
@@ Property / arXiv ID: physics/0502152 / rank @@
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@@ Property / cites work @@
+Handbook of stochastic methods for physics, chemistry and natural sciences.
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@@ Property / cites work @@
+Reconstruction of dynamical equations for traffic flow
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+Experimental indications for Markov properties of small-scale turbulence
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+A note on estimating drift and diffusion parameters from time series
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+Sequential algorithms for parameter estimation based on the Kullback-Leibler information measure
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