Application of the theory of \(KM_ 2 O\)-Langevin equations to the nonlinear prediction problem for the one-dimensional strictly stationary time series
Using the theory of \(KM_2O\)-Langevin equations the authors provide computable algorithms for the nonlinear prediction problem. The theory of \(KM_2O\)-Langevin equations is developed and special consideration is given to the real-valued strictly stationary time series, the nonlinear prediction problem for which can be practically solved.
scientific article; zbMATH DE number 844457