Nonparametric inference for diffusion processes in systems with smooth evolution-Reference-Cited by-同舟云学术

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Nonparametric inference for diffusion processes in systems with smooth evolution

Published:2022-07 Issue: Volume:598 Page:127386
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Sarnitsky Grigory^ORCID,Heinz Stefan

Publisher

Elsevier BV

Subject

Statistical and Nonlinear Physics,Statistics and Probability

Reference47 articles.

1. Stochastic Methods, Vol. 4;Gardiner,2009

2. Approaching complexity by stochastic methods: From biological systems to turbulence;Friedrich;Phys. Rep.,2011

3. Mathematical Modeling;Heinz,2011

4. Simulation and Inference for Stochastic Differential Equations: With R Examples;Iacus,2009

5. Inference for Diffusion Processes: With Applications in Life Sciences;Fuchs,2013

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