Predictive dimension: an alternative definition to embedding dimension
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Publication:3297964
DOI10.1007/978-3-642-57678-2_40zbMath1455.62189OpenAlexW1996404147MaRDI QIDQ3297964
Dominique Guégan, Francesco Lisi
Publication date: 21 July 2020
Published in: COMPSTAT (Search for Journal in Brave)
Full work available at URL: http://crest.science/RePEc/wpstorage/1997-49.pdf
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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