Application of the theory of \(KM_ 2 O\)-Langevin equations to the nonlinear prediction problem for the one-dimensional strictly stationary time series

DOI10.2969/JMSJ/04720349zbMath0849.60059OpenAlexW2048083327MaRDI QIDQ1907763

Takashi Ootsuka, Yasunori Okabe

Publication date: 11 March 1996

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/04720349

zbMATH Keywords

stationary time seriesnonlinear prediction\(KM_ 2O\)-Langevin equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (3)

The theory of KM₂O-Langevin equations and its applications to data analysis (III): Deterministic analysis ⋮ Time series analysis and prediction on complex dynamical behavior observed in a blast furnace ⋮ Nonlinear time series analysis based upon the Fluctuation-Dissipation theorem

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