IJPAM: Volume 49, No. 3 (2008)

ON A TIME SERIES ANALYSIS FOR COMPLEX
PHENOMENA BASED UPON THE THEORY
OF KM$_2$O-LANGEVIN EQUATIONS

Yasunori Okabe
Department of Mathematics
Graduate School of Science and Technology
Meiji University
1-1-1 Higashimita, Tama-ku, Kawasaki-shi, 214-8571, JAPAN
e-mail: okabe@math.meiji.ac.jp


Abstract.

Received: August 14, 2008

AMS Subject Classification: 60G25, 60G12, 82C05

Key Words and Phrases: KM$_2$O-Langevin equation, fluctuation-dissipation principle, Test(D), Test(ABN), Test(RSK), Test(MOD)

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2008
Volume: 49
Issue: 3