Loading [MathJax]/jax/output/SVG/config.js
Preprints of the Keldysh Institute of Applied Mathematics
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Keldysh Institute preprints:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Preprints of the Keldysh Institute of Applied Mathematics, 2014, 043, 26 pp. (Mi ipmp1895)  
This article is cited in 6 scientific papers (total in 6 papers)

Modeling and statistical analysis of functional, defining on the sampling from non-stationary time series

Yu. N. Orlov, S. L. Fedorov
Full-text PDF (726 kB) Citations (6)
References:
PDF
HTML
Abstract: The method of sampling analysis for non-stationary time-series with Fokker–Planck evolution equation for its density is considered. The optimal histogram class intervals are used for solving this equation. The properties of sampling statistics are examined.
Keywords: non-stationary time series, Fokker–Planck equation, sampling statistical analysis.
Document Type: Preprint
Language: Russian
Citation: Yu. N. Orlov, S. L. Fedorov, “Modeling and statistical analysis of functional, defining on the sampling from non-stationary time series”, Keldysh Institute preprints, 2014, 043, 26 pp.
Citation in format AMSBIB
\Bibitem{OrlFed14}
\by Yu.~N.~Orlov, S.~L.~Fedorov
\paper Modeling and statistical analysis of functional, defining on the sampling from non-stationary time series
\jour Keldysh Institute preprints
\yr 2014
\papernumber 043
\totalpages 26
\mathnet{http://mi.mathnet.ru/ipmp1895}
Linking options:
  • https://www.mathnet.ru/eng/ipmp1895
  • https://www.mathnet.ru/eng/ipmp/y2014/p43
    • This publication is cited in the following 6 articles:
    1. L. V. Klochkova, Yu. N. Orlov, R. V. Pleshakov, “Kineticheskoe uravnenie dlya modelirovaniya nestatsionarnykh neekvidistantnykh vremennykh ryadov”, Zhurnal SVMO, 20:1 (2018), 78–87  mathnet  crossref  elib
    2. Yu. N. Orlov, S. L. Fedorov, “Modelirovanie ansamblya nestatsionarnykh sluchainykh traektorii s ispolzovaniem uravneniya Fokkera–Planka”, Matem. modelirovanie, 29:5 (2017), 61–72  mathnet  elib
    3. Yu. N. Orlov, R. V. Pleshakov, “Programmnyi kompleks dlya modelirovaniya nestatsionarnykh neekvidistantnykh vremennykh ryadov”, Preprinty IPM im. M. V. Keldysha, 2017, 036, 15 pp.  mathnet
    4. L. V. Klochkova, Yu. N. Orlov, S. A. Fedorov, “Modelirovanie ansamblya nestatsionarnykh traektorii s pomoschyu uravneniya Fokkera-Planka”, Zhurnal SVMO, 18:1 (2016), 126–134  mathnet  elib
    5. Yu. N. Orlov, S. L. Fedorov, V. A. Davidko, “K voprosu klassifikatsii nestatsionarnykh vremennykh ryadov: sostav indeksa RTS”, Preprinty IPM im. M. V. Keldysha, 2014, 054, 18 pp.  mathnet
    6. A. D. Bosov, Yu. N. Orlov, S. L. Fedorov, “O raspredelenii ryadov absolyutnykh prirostov tsen na finansovykh rynkakh”, Preprinty IPM im. M. V. Keldysha, 2014, 096, 15 pp.  mathnet
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Препринты Института прикладной математики им. М. В. Келдыша РАН
    Statistics & downloads:
    Abstract page:227
    Full-text PDF :107
    References:35
     
      Contact us:
    math-net2025_03@mi-ras.ru     		 Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025