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

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scientific article; zbMATH DE number 5715130
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    Estimating Kramers-Moyal coefficients in short and non-stationary data sets
    scientific article; zbMATH DE number 5715130

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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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