QUALITATIVE AND QUANTITATIVE ANALYSIS OF
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J. GRADIΕ EK; E. GOVEKAR; I. GRABEC
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Article
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2002
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Elsevier Science
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English
β 352 KB
Analysis of stochastic processes governed by the Langevin equation is discussed. The analysis is based on a general method for non-parametric estimation of deterministic and random terms of the Langevin equation directly from given data. Separate estimation of the terms corresponds to the decomposit