A logistic growth model driven by additive and multiplicative noises which are correlated with each other is investigated. Using the Novikov theorem and the projection operator method, we obtain the analytic expressions of the stationary probability distribution pst(x), the relaxation time Tc,...

Conditional independence graphs are proposed for describing the dependence structure of multivariate nonlinear time series, which extend the graphical modeling approach based on partial correlation. The vertexes represent the components of a multivariate time series and edges denote direct...