Discrete Langevin-type equation for p-order persistent time series and procedure of its reconstruction.
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DOI: 10.1063/5.0048598
Abstract: The stochastic discrete Langevin-type equation, which can describe p-order persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data. The approach was applied to… read more here.
Keywords: order; type equation; langevin type; discrete langevin ... See more keywords