The theory of KM2O-Langevin equations and applications to data analysis (II): Causal analysis (1)

DOI10.1017/S0027763000004827MaRDI QIDQ4305902zbMATH OpenFDO

Authors Yasunori Okabe, Akihiko Inoue

Publication date 13 October 1994

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

Full work available at URL https://doi.org/10.1017/S0027763000004827

zbMATH Keywords

\(\text{KM}_ 2 \text{O}\)-Langevin equationcanonical representtion for stationary processesdefinition of causalityprediction problem for stationary time seriesrandom phenomena

Mathematics Subject Classification ID

Stochastic analysis (60H99)

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Cites work

• A generalized fluctuation-dissipation theorem for the one-dimensional diffusion process
• Application of the theory of \(\text{KM}_ 2\)O-Langevin equations to the linear prediction problem for the multi-dimensional weakly stationary time series
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• KMO-Langevin equation and fluctuation-dissipation theorem. I
• KMO-Langevin equation and fluctuation-dissipation theorem. II
• On a multi-dimensional \([\alpha,\beta,\gamma]\)-Langevin equation
• On periodicity in series of related terms
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
• On the theory of Brownian motion with the Alder-Wainwright effect
• On the theory of discrete KMO-Langevin equation with reflection positivity. III
• On the theory of discrete KMO-Langevin equations with reflection positivity. I
• On the theory of discrete KMO-Langevin equations with reflection positivity. II
• The Fitting of Time-Series Models
• The theory of KM\(_2\)O-Langevin equations and its applications to data analysis. I: Stationary analysis

Cited in

(11)

• 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
• Time series analysis and prediction on complex dynamical behavior observed in a blast furnace
• On a nonlinear risk analysis for stock market indexes
• Langevin equations and data analysis
• On a time series analysis for complex phenomena based upon the theory of \(\text{KM}_2\text{O}\)-Langevin equations
• The theory of KM₂O-Langevin equations and its applications to data analysis (III): Deterministic analysis
• Nonlinear time series analysis based upon the Fluctuation-Dissipation theorem
• 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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