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Cumulant approach to dynamical correlation functions

✍ Scribed by K. W. Becker; W. Brenig


Book ID
112535245
Publisher
Springer
Year
1990
Tongue
English
Weight
606 KB
Volume
79
Category
Article
ISSN
1434-6036

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We develop a method for estimating closed-form nonlinear dynamical models from observed time series, which expresses the unknown coefficients as functions of generalized higher-order data correlations. Besides robust numerical properties, this method often yields analytic coefficient representations