Yu. N. Orlov, S. L. Fedorov, “Modeling and statistical analysis of functional, defining on the sampling from non-stationary time series”, Keldysh Institute preprints, 2014, 043, 26 pp.

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Preprints of the Keldysh Institute of Applied Mathematics, 2014, 043, 26 pp. (Mi ipmp1895)

This article is cited in 6 scientific papers (total in 6 papers)

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

Yu. N. Orlov, S. L. Fedorov

Full-text PDF (726 kB) Citations (6)

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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.

Document Type: Preprint

Language: Russian

Citation: Yu. N. Orlov, S. L. Fedorov, “Modeling and statistical analysis of functional, defining on the sampling from non-stationary time series”, Keldysh Institute preprints, 2014, 043, 26 pp.

Citation in format AMSBIB

\Bibitem{OrlFed14}

\by Yu.~N.~Orlov, S.~L.~Fedorov

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

\jour Keldysh Institute preprints

\yr 2014

\papernumber 043

\totalpages 26

\mathnet{http://mi.mathnet.ru/ipmp1895}

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https://www.mathnet.ru/eng/ipmp1895

https://www.mathnet.ru/eng/ipmp/y2014/p43

This publication is cited in the following 6 articles:

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

Препринты Института прикладной математики им. М. В. Келдыша РАН

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Abstract page:	177
Full-text PDF :	91
References:	17

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