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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Publication:1907763
DOI10.2969/jmsj/04720349zbMath0849.60059MaRDI QIDQ1907763
Takashi Ootsuka, Yasunori Okabe
Publication date: 11 March 1996
Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2969/jmsj/04720349
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G25: Prediction theory (aspects of stochastic processes)
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