A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems
From MaRDI portal
Publication:4644231
DOI10.1063/1.4990547zbMath1388.37065arXiv1511.00154OpenAlexW2732728733WikidataQ38692614 ScholiaQ38692614MaRDI QIDQ4644231
Konstantinos Kaloudis, Spyridon J. Hatjispyros, Christos Merkatas
Publication date: 30 May 2018
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.00154
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Bayesian inference (62F15) Random measures (60G57) Generation, random and stochastic difference and differential equations (37H10) Time series analysis of dynamical systems (37M10)
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