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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Bibliographic Details
Main Authors: H. Motahari, M. Ghanbarzadeh Noudehi, T. Jamali, G. R. Jafari
Format: Article
Language:English
Published: Nature Portfolio 2025-04-01
Series:Scientific Reports
Online Access:https://doi.org/10.1038/s41598-025-92238-8
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