Pages that link to "Item:Q2508906"
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The following pages link to Fitting timeseries by continuous-time Markov chains: a quadratic programming approach (Q2508906):
Displayed 10 items.
- Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory (Q781813) (← links)
- Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part III: Application to the Cane-Zebiak model of the El Niño-southern oscillation (Q781815) (← links)
- Response and sensitivity using Markov chains (Q781833) (← links)
- Non-parametric estimation of stochastic differential equations from stationary time-series (Q824289) (← links)
- Information theory, model error, and predictive skill of stochastic models for complex nonlinear systems (Q1926280) (← links)
- Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (Q2128080) (← links)
- Statistical inference for Markov chains with applications to credit risk (Q2228220) (← links)
- Generator estimation of Markov jump processes (Q2462457) (← links)
- Past states of continuous-time Markov models for ecological communities (Q2476102) (← links)
- Principal Dynamical Components (Q4902775) (← links)