On the limits of probabilistic forecasting in nonlinear times series analysis
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Publication:4601393
DOI10.1063/1.4971412zbMath1378.62053OpenAlexW2561167762WikidataQ38775999 ScholiaQ38775999MaRDI QIDQ4601393
Yoshito Hirata, Kazuyuki Aihara, José María Amigó
Publication date: 15 January 2018
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.4971412
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)
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