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Publication

KIAM Preprint № 43, Moscow, 2014
Authors: Orlov Y. N., Fedorov S.L.
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
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