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Non-parametric estimation of a Langevin model driven by correlated noise
Willers, Clemens; Kamps, Oliver
Research article (journal)
| Peer reviewed
Details about the publication
Journal:
European Physical Journal B: Condensed Matter and Complex Systems
Volume:
94
Status:
Published
Release year:
2021
Keywords:
Langevin model; non-Markov; correlated noise; estimation
Authors from the University of Münster
Kamps
,
Oliver
Center for Nonlinear Science
Willers
,
Clemens
Center for Nonlinear Science