Chapman-Kolmogorov test for estimating memory length of two coupled processes
Abstract Real-world processes often display a prolonged memory, which extends beyond the single-step dependency characteristic of Markov processes. In addition, the current state of an empirical process is often not only influenced by its own past but also by the past states of other dependent proce...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2025-04-01
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| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-025-92238-8 |
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