On a nonlinear prediction analysis for multi-dimensional stochastic processes with its applications to data analysis

DOI10.14492/hokmj/1350912994zbMath0974.62086OpenAlexW2028837117MaRDI QIDQ1592623

Akihito Kaneko, Yasunori Okabe

Publication date: 13 December 2001

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

Full work available at URL: https://doi.org/10.14492/hokmj/1350912994

zbMATH Keywords

fluctuation-dissipation theoremmeteorological phenomenanonlinear causal analysisnonlinear prediction analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12) Meteorology and atmospheric physics (86A10) Prediction theory (aspects of stochastic processes) (60G25)

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