Detection of hidden regimes in stochastic cyclostationary time series

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 64, Issue 1 II, 2001, Pages

  Wirth, V ^a  

^a JOHANNES GUTENBERG UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; DIFFUSION; DYNAMICS; ERROR ANALYSIS; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION; TIME SERIES ANALYSIS; WHITE NOISE;

FOKKER-PLANCK EQUATION; GAUSSIAN WHITE NOISE; STATISTICAL ERROR; STOCHASTIC CYCLOSTATIONARY TIME SERIES;

MARKOV PROCESSES;

EID: 0035394968     PISSN: 15393755     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (6)