Probabilistic evaluation of time series models: A comparison of several approaches
From MaRDI portal
Publication:5250392
DOI10.1063/1.3271343zbMath1311.37062WikidataQ39911443 ScholiaQ39911443MaRDI QIDQ5250392
Ulrich Parlitz, Jochen Bröcker, David Engster
Publication date: 19 May 2015
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.3271343
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
37M10: Time series analysis of dynamical systems
