A note on estimating drift and diffusion parameters from timeseries-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

A note on estimating drift and diffusion parameters from timeseries

Published:2002-12 Issue:5 Volume:305 Page:304-311
ISSN:0375-9601
Container-title:Physics Letters A
language:en
Short-container-title:Physics Letters A

Author:

Sura Philip,Barsugli Joseph

Publisher

Elsevier BV

Subject

General Physics and Astronomy

Reference12 articles.

1. Handbook of Stochastic Methods for Physics, Chemistry and the Natural Science;Gardiner,1985

2. Noise-Induced Transitions: Theory and Applications in Physics, Chemistry, and Biology;Horsthemke,1984

3. Stochastic Processes: From Physics to Finance;Paul,1999

4. Numerical Solution of Stochastic Differential Equations;Kloeden,1992

5. Analysis of data sets of stochastic systems

Cited by 76 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Practical method for evaluating wind influence on autonomous ship operations (2nd report);Journal of Marine Science and Technology;2024-08-28

2. Effect of nonlinearity of discrete Langevin model on behavior of extremes in generated time series;Chaos, Solitons & Fractals;2024-06

3. Practical method for evaluating wind influence on autonomous ship operations;Journal of Marine Science and Technology;2022-09-21

4. Empirical Low-Dimensional Dynamics of Atmospheric Stable Boundary Layer Temperature Inversions;Journal of the Atmospheric Sciences;2022-07

5. Nonparametric inference for diffusion processes in systems with smooth evolution;Physica A: Statistical Mechanics and its Applications;2022-07

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP