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Why do we write this note?  It is erroneous to pretend to extract physical information from theexperimental light curves (time series) of astrophysical systems by means oflinear stochastic differential equations (LSDE). In general, the time evolutionof these systems is governed by a set of nonlinear differential equations.Hence, the LSDEs are not suitable to model their dynamics. In spite of this,recently the LSDEs have been proposed as tools for the analysis of AGN lightcurves. Their use in this context seems to be dictated by their simplicityrather than by a real physical argument. We stress in this note that thecorrect approach to the analysis of signals coming from systems with nonlineardynamics is to tackle the problem using methodologies in well defined physicalcontexts.

Comments on arXiv:1811.00154 [astro-ph.IM] "AGN Variability Analysis Handbook"