PREDICTABILITY IMPROVEMENT AS AN ASYMMETRICAL MEASURE OF INTERDEPENDENCE IN BIVARIATE TIME SERIES
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Publication:4669036
DOI10.1142/S0218127404009314zbMath1064.37070MaRDI QIDQ4669036
Joydeep Bhattacharya, Ute Feldmann
Publication date: 15 April 2005
Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Biomedical imaging and signal processing (92C55) Dynamical systems in biology (37N25)
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