Reconstruction of diffusion using spectral data from time series
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Publication:864092
parameter estimationtime seriesstochastic differential equationgeneratorMarkov chainsdiffusion processmodel identificationeigenspectrumreference spectrum
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40) Diffusion processes (60J60) Inference from stochastic processes and spectral analysis (62M15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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