Modeling and statistical analysis of functional, defining on the sampling from non-stationary time series
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.
non-stationary time series, Fokker-Planck equation, sampling statistical analysis
Publication language:russian, pages:26
Mathematical modelling in actual problems of science and technics