The theory of KM2O-Langevin equations and its applications to data analysis (III): Deterministic analysis

DOI10.1017/S002776300000684XMaRDI QIDQ4267440zbMATH OpenFDO

Authors Yasunori Okabe, Toshiyuki Yamane

Publication date 12 September 2000

Published in Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S002776300000684X

zbMATH Keywords

chaotic dynamicslinear causalitytime series

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

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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
• Bootstrap methods: another look at the jackknife
• Langevin equations and causal analysis
• Nonlinear time series analysis based upon the Fluctuation-Dissipation theorem
• 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

(7)

• Application of the theory of \(\text{KM}_ 2\)O-Langevin equations to the linear prediction problem for the multi-dimensional weakly stationary time series
• A time series analysis of economical phenomena in Japan's lost decade (1): determinacy property of the velocity of money and equilibrium solution
• On a nonlinear risk analysis for stock market indexes
• On a time series analysis for complex phenomena based upon the theory of \(\text{KM}_2\text{O}\)-Langevin equations
• Time series analysis with wavelet coefficients
• Detection of changes in non-linear dynamics for time series based on the theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations
• The theory of KM\(_2\)O-Langevin equations and its applications to data analysis. I: Stationary analysis

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