Spartan random processes in time series modeling

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 15, 2008, Pages 3995-4001

  Zukovic M ^a   Hristopulos, D T ^a  

^a TECHNICAL UNIVERSITY OF CRETE   (Greece)

Author keywords

Correlation; Hamiltonian; Parameter inference; Stochastic estimation

Indexed keywords

COMPUTER SIMULATION; CORRELATION THEORY; EXTRAPOLATION; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD; METHOD OF MOMENTS; STATISTICAL MECHANICS; TIME SERIES ANALYSIS;

CORRELATION STRUCTURE; GINZBURG-LANDAU MODELS; PARAMETER INFERENCE; STOCHASTIC ESTIMATION;

RANDOM PROCESSES;

EID: 42649144467     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.01.051     Document Type: Article

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