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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/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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    References:25
     
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