Kernel-based regression of drift and diffusion coefficients of stochastic processes

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

Volumn 373, Issue 39, 2009, Pages 3507-3512

  Lamouroux, David ^a   Lehnertz, Klaus ^a  

^a UNIVERSITY OF BONN   (Germany)

Author keywords

Bandwidth selection; Epilepsy; Fokker Planck; Kernel based regression

Indexed keywords

BANDWIDTH; DYNAMICAL SYSTEMS; ELECTROENCEPHALOGRAPHY; RANDOM PROCESSES; REGRESSION ANALYSIS; STOCHASTIC SYSTEMS;

BANDWIDTH SELECTIONS; COMPLEX DYNAMICAL SYSTEMS; CROSS-VALIDATION METHODS; EPILEPSY; FOKKER PLANCK; KERNEL BASED REGRESSION; NATURAL SYSTEMS; NON-STATIONARITIES;

DIFFUSION;

EID: 69049110774     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2009.07.073     Document Type: Article

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