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Model assessment for time series dynamics using copula spectral densities: A graphical tool.
Stefan Birr
Tobias Kley
Stanislav Volgushev
Published in:
J. Multivar. Anal. (2019)
Keyphrases
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probabilistic model
management system
experimental data
probability distribution
computational model
statistical model
high level
similarity measure
hybrid model
cost function
dynamic model
formal model
spatial structure
semi parametric