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physics.data-an2012★ 13 cited
Extended Kramers-Moyal analysis applied to optical trapping
Christoph Honisch, Rudolf Friedrich, Florian Hörner +1
The Kramers-Moyal analysis is a well established approach to analyze stochastic time series from complex systems. If the sampling interval of a measured time series is too low, sys…
physics.data-an2011★ 65 cited
Estimation of Kramers-Moyal coefficients at low sampling rates
Christoph Honisch, Rudolf Friedrich
A new optimization procedure for the estimation of Kramers-Moyal coefficients from stationary, one-dimensional, Markovian time series data is presented. The method takes advantage…