Constrained Markov order surrogates
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Publication:2115528
DOI10.1016/j.physd.2020.132437zbMath1482.62084OpenAlexW3008427318MaRDI QIDQ2115528
Thomas Jüngling, Débora Cristina Corrêa, Jack Murdoch Moore, Michael Small
Publication date: 17 March 2022
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physd.2020.132437
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: hypothesis testing (62M02)
Uses Software
Cites Work
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