stochcorr (Q7385296)
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Stochastic Correlation Modelling via Circular Diffusion
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | stochcorr |
Stochastic Correlation Modelling via Circular Diffusion |
Statements
Performs simulation and inference of diffusion processes on circle. Stochastic correlation models based on circular diffusion models are provided. For details see Majumdar, S. and Laha, A.K. (2024) "Diffusion on the circle and a stochastic correlation model" <doi:10.48550/arXiv.2412.06343>.
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2 April 2025
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