Local statistical moments to capture Kramers-Moyal coefficients
利用局部统计矩估计 Kramers–Moyal 系数
This study introduces an innovative local statistical moment approach for estimating Kramers-Moyal coefficients, effectively bridging the gap between nonparametric and parametric methodologies. These coefficients play a crucial role in characterizing stochastic processes. Our proposed approach provides a versatile framework for localized coefficient estimation, combining the flexibility of nonparametric methods with the interpretability of global parametric approaches. We…