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

DOI10.14492/hokmj/1350912994zbMath0974.62086MaRDI 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 theorem; meteorological phenomena; nonlinear causal analysis; nonlinear prediction analysis

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62P12: Applications of statistics to environmental and related topics

86A10: Meteorology and atmospheric physics

60G25: Prediction theory (aspects of stochastic processes)

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