HIGHLIGHTS
- who: Leonardo Rydin Gorju00e3o et al. from the University of Cologne have published the article: jumpdiff: A Python Library for Statistical Inference of Jump-Diffusion Processes in Observational or Experimental Data Sets, in the Journal: (JOURNAL)
- what: The authors provide a general formula for improving the estimates of Kramers-Moyal coefficient, taken as linear approximations of the corresponding conditional moment. To showcase the importance of the corrective terms (correction=True), the authors show, for the generated process X, the estimation of the Kramers-Moyal coefficients while downsampling data.
SUMMARY
Models of . . .
If you want to have access to all the content you need to log in!
Thanks :)
If you don't have an account, you can create one here.