93 citations · 258 across the 10 of their papers we have counts for
3 papers · 1 filter
Dynamics of the Markov Time Scale of Seismic Activity May Provide a Short-Term Alert for Earthquakes
M. Reza Rahimi Tabar, Muhammad Sahimi, K. Kaviani +9
We propose a novel method for analyzing precursory seismic data before an earthquake that treats them as a Markov process and distinguishes the background noise from real fluctuati…
Small scale behavior of financial data
Andreas P. Nawroth, Joachim Peinke
A new approach is presented to describe the change in the statistics of the log return distribution of financial data as a function of the timescale. To this purpose a measure is i…
An Iterative Procedure for the Estimation of Drift and Diffusion Coefficients of Langevin Processes
D. Kleinhans, R. Friedrich, A. Nawroth +1
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised…