Modeling and statistical analysis of functional, defining on the sampling from non-stationary time series

Abstract:

The method of sampling analysis for non-stationary time-series with Fokker-Planck evolution equation for its density is considered. The optimal histogram class intervals are used for solving this equation. The properties of sampling statistics are examined.

Keywords:

non-stationary time series, Fokker-Planck equation, sampling statistical analysis

Publication language:russian,
pages:26

Research direction:

Mathematical modelling in actual problems of science and technics