Van der Straeten, Erik; Beck, Christian - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 5, pp. 951-956
We show how to construct the optimum superstatistical dynamical model for a given experimentally measured time series. For this purpose we generalise the superstatistics concept and study a Langevin equation with a memory kernel whose parameters fluctuate on a large time scale. We show how to...