A system approach to analysis of adequacy of nonlinear time series models

DOI10.1023/A:1025769713114MaRDI QIDQ2487901zbMATH OpenOpenAlexFDO

Authors P. I. Bidyuk, I. V. Baklan, A. S. Gasanov

Publication date 12 August 2005

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1025769713114

zbMATH Keywords

correlation functionsmathematical simulationmodel adequacymodel structureregressionsimulation technique

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55)

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