516 citations · 1.3k across the 16 of their papers we have counts for
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physics.data-an2006★ 40 cited
Maximum Likelihood Estimation of Drift and Diffusion Functions
D. Kleinhans, R. Friedrich
The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previousl…
nlin.CD2006★ 93 cited
On the proper reconstruction of complex dynamical systems spoilt by strong measurement noise
Frank Boettcher, Joachim Peinke, David Kleinhans +3
This article reports on a new approach to properly analyze time series of dynamical systems which are spoilt by the simultaneous presence of dynamical noise and measurement noise.…