Nonparametric inference for diffusion processes in systems with smooth evolution

DOI10.1016/J.PHYSA.2022.127386MaRDI QIDQ2139987zbMATH OpenOpenAlexFDO

Authors Grigory Sarnitsky, Stefan Heinz

Publication date 20 May 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2022.127386

zbMATH Keywords

intermittencykinetic theorystatistical inferencestochastic modelingturbulence

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cited in

(1)

• Inference for Diffusion Processes

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Uses Software

• sde

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