Estimation of energy-dependent parameter in the coupled continuous time random walk model
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Cites work
- A generalised diffusion equation corresponding to continuous time random walks with coupling between the waiting time and jump length distributions
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- Inference for Diffusion Processes
- Large Sample Properties of Generalized Method of Moments Estimators
- Moment-based estimation for parameters of general inverse subordinator
- Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation
- Random walk model with waiting times depending on the preceding jump length
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Turbulence and diffusion. Scaling versus equations
- Unbiased Bayesian inference for population Markov jump processes via random truncations
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