Probabilistic evaluation of time series models: a comparison of several approaches

DOI10.1063/1.3271343MaRDI QIDQ5250392zbMATH OpenOpenAlexWikidataFDO

Authors Jochen Bröcker, David Engster, Ulrich Parlitz

Publication date 19 May 2015

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.3271343

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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