Non-parametric estimation of a Langevin model driven by correlated noise

Willers, Clemens; Kamps, Oliver

Research article (journal) | Peer reviewed

Details about the publication

JournalEuropean Physical Journal B: Condensed Matter and Complex Systems
Volume94
StatusPublished
Release year2021
KeywordsLangevin model; non-Markov; correlated noise; estimation

Authors from the University of Münster

Kamps, Oliver
Center for Nonlinear Science
Willers, Clemens
Center for Nonlinear Science