On the reconstruction of Ito models on the basis of time series with long-tail distributions

被引：0

作者：

Aneta Rozmarynowska

机构：

[1] Polish Academy of Sciences,Institute of Geophysics

来源：

Acta Geophysica | 2009年 / 57卷

关键词：

Ito equation; stochastic process; nonlinear time series analysis; histogram method; Sequin method;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Two methods of reconstruction of Ito equations on the basis of time series were analysed. The Sequin method appeared to be completely inadequate in cases of considerable noise. The histogram method required some improvements; therefore, the procedure of smoothing of joint distribution function was proposed and verified.

引用

页码：311 / 329

页数：18

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