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zbMath0673.60045MaRDI QIDQ3827328

Yasunori Okabe

Publication date: 1989

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Langevin equation stochastic difference equation weakly stationary process innovation method Levinson-Whittle-Wiggins-Robinson algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

Nonlinear time series analysis based upon the Fluctuation-Dissipation theorem

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