A note on estimating drift and diffusion parameters from timeseries

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 305, Issue 5, 2002, Pages 304-311

  Sura, Philip ^a   Barsugli, Joseph ^a  

^a EARTH SYSTEM RESEARCH LABORATORY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ERRORS; STOCHASTIC SYSTEMS;

APPROXIMATE RESULTS; DIFFUSION PARAMETERS; FINITE SAMPLING; FIRST ORDER; SAMPLED DATA; STOCHASTIC DIFFUSION; TAYLOR EXPANSIONS; UNIVARIATE SYSTEMS;

PARAMETER ESTIMATION;

ARTICLE; CALCULATION; CHEMICAL PARAMETERS; DIFFUSION; ERROR; METEOROLOGY; SAMPLING; STOCHASTIC MODEL; TIME;

EID: 0037049311     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0375-9601(02)01474-3     Document Type: Article

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