A note on estimating drift and diffusion parameters from time series
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- scientific article; zbMATH DE number 4030765
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Cites work
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 1429857 (Why is no real title available?)
- Analysis of data sets of stochastic systems
- Handbook of stochastic methods for physics, chemistry and natural sciences.
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
Cited in
(17)- Non-parametric estimation of stochastic differential equations from stationary time-series
- Bi-SOC-states in one-dimensional random cellular automaton
- A data-analysis method for identifying differential effects of time-delayed feedback forces and periodic driving forces in stochastic systems
- Reconstruction of the modified discrete Langevin equation from persistent time series
- A robust nonparametric framework for reconstruction of stochastic differential equation models
- Forecasting with the Fokker-Planck model: Bayesian setting of parameter
- An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes
- Enhancing the accuracy of a data-driven reconstruction of bivariate jump-diffusion models with corrections for higher orders of the sampling interval
- Empirical evaluated SDE modelling for dimensionality-reduced systems and its predictability estimates
- Parametric estimation from approximate data: non-Gaussian diffusions
- Nonparametric inference for diffusion processes in systems with smooth evolution
- A closed solution to the Fokker-Planck equation applied to forecasting
- Forecasting by splitting a time series using singular value decomposition then using both ARMA and A Fokker Planck equation
- Discrete Langevin-type equation for \(p\)-order persistent time series and procedure of its reconstruction
- Kernel-based regression of drift and diffusion coefficients of stochastic processes
- Stochastic time series with strong, correlated measurement noise: Markov analysis in N dimensions
- Finite sampling interval effects in Kramers-Moyal analysis
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