Bayesian model selection for complex dynamic systems

Time series generated by complex systems like financial markets and the earth’s atmosphere often represent superstatistical random walks: on short time scales, the data follow a simple low-level model, but the model parameters are not constant and can fluctuate on longer time scales according to a h...

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Detalles Bibliográficos
Autores principales: Mark, Christoph, Metzner, Claus, Lautscham, Lena, Strissel, Pamela L., Strick, Reiner, Fabry, Ben
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5935699/
https://www.ncbi.nlm.nih.gov/pubmed/29728622
http://dx.doi.org/10.1038/s41467-018-04241-5

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5935699/
https://www.ncbi.nlm.nih.gov/pubmed/29728622
http://dx.doi.org/10.1038/s41467-018-04241-5

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