Application of the theory of \(KM_ 2 O\)-Langevin equations to the nonlinear prediction problem for the one-dimensional strictly stationary time series
type: Item
instance of: scholarly article
title: Application of the theory of \(KM_ 2 O\)-Langevin equations to the nonlinear prediction problem for the one-dimensional strictly stationary time series
zbMATH Open document ID: 0849.60059
author: Yasunori Okabe
author: Takashi Ootsuka
published in: Journal of the Mathematical Society of Japan
publication date: 1996-03-11T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G25
zbMATH DE Number: 844457
zbMATH Keywords: \(KM_ 2O\)-Langevin equations
zbMATH Keywords: nonlinear prediction
zbMATH Keywords: stationary time series
reviewed by: Andrew Dale
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2969/jmsj/04720349
OpenAlex ID: W2048083327
DOI: 10.2969/JMSJ/04720349
description: scientific article; zbMATH DE number 844457