The theory of KM\(_2\)O-Langevin equations and its applications to data analysis. I: Stationary analysis

DOI10.14492/HOKMJ/1381413801zbMath0732.60071OpenAlexW1965406351MaRDI QIDQ808526

Yasunori Okabe, Yuji Nakano

Publication date: 1991

Published in: Hokkaido Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14492/hokmj/1381413801

zbMATH Keywords

weakly stationary time seriesKM\(_2\)O-Langevin equations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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