Nonlinear time series analysis based upon the Fluctuation-Dissipation theorem

DOI10.1016/S0362-546X(97)00136-3zbMath0899.60060MaRDI QIDQ4374168

Yasunori Okabe

Publication date: 4 February 1998

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

time seriesfluctuation-dissipation theorem

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Stochastic analysis (60H99)

Related Items (2)

The theory of KM₂O-Langevin equations and its applications to data analysis (III): Deterministic analysis ⋮ Stochastic flows and finite block frames

Cites Work

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• The theory of KM\(_2\)O-Langevin equations and its applications to data analysis. I: Stationary analysis
• Application of the theory of \(\text{KM}_ 2\)O-Langevin equations to the linear prediction problem for the multi-dimensional weakly stationary time series
• Application of the theory of \(KM_ 2 O\)-Langevin equations to the nonlinear prediction problem for the one-dimensional strictly stationary time series
• Langevin equations and causal analysis
• The theory of KM₂O-Langevin equations and applications to data analysis (II): Causal analysis (1)

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