Estimating Kramers-Moyal coefficients in short and non-stationary data sets (Q973467)
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scientific article; zbMATH DE number 5715130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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