The theory of KM2O-Langevin equations and its applications to data analysis (III): Deterministic analysis
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Publication:4267440
DOI10.1017/S002776300000684XzbMath0943.62099MaRDI QIDQ4267440
Toshiyuki Yamane, Yasunori Okabe
Publication date: 12 September 2000
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
60G35: Signal detection and filtering (aspects of stochastic processes)
62M99: Inference from stochastic processes
Related Items
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, 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
Cites Work
- The theory of KM\(_2\)O-Langevin equations and its applications to data analysis. I: Stationary analysis
- Bootstrap methods: another look at the jackknife
- 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
- Langevin equations and causal analysis
- The theory of KM2O-Langevin equations and applications to data analysis (II): Causal analysis (1)
- Nonlinear time series analysis based upon the Fluctuation-Dissipation theorem
