An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes (Q1957358): Difference between revisions
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| Property / OpenAlex ID: W2150739273 / rank | |||
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| Property / arXiv ID: physics/0502152 / rank | |||
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| Property / cites work: Handbook of stochastic methods for physics, chemistry and natural sciences. / rank | |||
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| Property / cites work: Reconstruction of dynamical equations for traffic flow / rank | |||
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| Property / cites work: Experimental indications for Markov properties of small-scale turbulence / rank | |||
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| Property / cites work: A note on estimating drift and diffusion parameters from time series / rank | |||
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| Property / cites work: Sequential algorithms for parameter estimation based on the Kullback-Leibler information measure / rank | |||
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Latest revision as of 05:54, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes |
scientific article |
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An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes (English)
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27 September 2010
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