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Publication:2748315
zbMath0988.60032MaRDI QIDQ2748315
Masaya Matsuura, Yasunori Okabe
Publication date: 30 June 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
nonlinear predictionlocal theory of KM\(_2\)O-Langevin equationsone-dimensional local stochastic process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25)
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A time series analysis of economical phenomena in Japan's lost decade (1): determinacy property of the velocity of money and equilibrium solution ⋮ On a nonlinear risk analysis for stock market indexes ⋮ Detection of changes in non-linear dynamics for time series based on the theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations ⋮ Stochastic flows and finite block frames
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