On a nonlinear prediction problem for one-dimensional stochastic processes (Q2748315)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On a nonlinear prediction problem for one-dimensional stochastic processes |
scientific article; zbMATH DE number 1659192
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a nonlinear prediction problem for one-dimensional stochastic processes |
scientific article; zbMATH DE number 1659192 |
Statements
30 June 2002
0 references
nonlinear prediction
0 references
one-dimensional local stochastic process
0 references
local theory of KM\(_2\)O-Langevin equations
0 references
0.8939222
0 references
0.8896683
0 references
0.8888434
0 references
0.8853776
0 references
0.88406605
0 references
0.88379985
0 references
0.8827443
0 references
On a nonlinear prediction problem for one-dimensional stochastic processes (English)
0 references
A local theory of \(\text{KM}_2\text{O}\)-Langevin equations is developed for degenerate flows and it is applied to the nonlinear prediction problem for one-dimensional local stochastic processes under some conditions on the observable process \((X(n),\;n\in Z)\) which are weaker than the conditions \(|X(n)|\leq C\) a.s. and \(EX(n)=0.\) The condition of strict stationarity is used only for the case when it is necessary to shift the time domain of nonlinear prediction. Some workable and computable algorithms for calculating the nonlinear predictor using only finite information are given.
0 references
