Nonlinear time series analysis based upon the Fluctuation-Dissipation theorem

DOI10.1016/S0362-546X(97)00136-3MaRDI QIDQ4374168zbMATH OpenFDO

Authors Yasunori Okabe

Publication date 4 February 1998

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0362-546X(97)00136-3

zbMATH Keywords

fluctuation-dissipation theoremtime series

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Stochastic analysis (60H99)

Cites work

• Application of the theory of \(\text{KM}_ 2\)O-Langevin equations to the linear prediction problem for the multi-dimensional weakly stationary time series
• Application of the theory of \(KM_ 2 O\)-Langevin equations to the nonlinear prediction problem for the one-dimensional strictly stationary time series
• scientific article; zbMATH DE number 4102203 (Why is no real title available?)
• Langevin equations and causal analysis
• Langevin equations and data analysis
• The theory of KM₂O-Langevin equations and applications to data analysis (II): Causal analysis (1)
• The theory of KM\(_2\)O-Langevin equations and its applications to data analysis. I: Stationary analysis

Cited in

(2)

• Stochastic flows and finite block frames
• The theory of KM₂O-Langevin equations and its applications to data analysis (III): Deterministic analysis

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