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

DOI10.1023/A:1025769713114zbMATH Open1099.93501OpenAlexW24043306MaRDI QIDQ2487901FDOQ2487901

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

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zbMATH Keywords

regressionmodel structurecorrelation functionsmathematical simulationmodel adequacysimulation technique

Mathematics Subject Classification ID

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

Cited In (3)

• Procedure for constructing soft models of complex systems by time series
• Verification of the mathematical model of a multidimensional dynamic system for adequacy based on the spectral norm of a residual matrix
• Title not available (Why is that?)

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