Estimating Kramers-Moyal coefficients in short and non-stationary data sets (Q973467)

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Estimating Kramers-Moyal coefficients in short and non-stationary data sets
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    Estimating Kramers-Moyal coefficients in short and non-stationary data sets (English)
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    2 June 2010
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    stochastic processes
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    Kramers-Moyal expansion
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    non-stationary processes
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