Application of the theory of \(KM_ 2 O\)-Langevin equations to the nonlinear prediction problem for the one-dimensional strictly stationary time series (Q1907763): Difference between revisions
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Revision as of 10:12, 16 February 2024
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| English | Application of the theory of \(KM_ 2 O\)-Langevin equations to the nonlinear prediction problem for the one-dimensional strictly stationary time series |
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Application of the theory of \(KM_ 2 O\)-Langevin equations to the nonlinear prediction problem for the one-dimensional strictly stationary time series (English)
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11 March 1996
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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.
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\(KM_ 2O\)-Langevin equations
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nonlinear prediction
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stationary time series
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