Login / Signup

Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study.

Mhamed-Ali El-ArouiOlivier Gaudoin
Published in: Commun. Stat. Simul. Comput. (2018)
Keyphrases
  • stochastic processes
  • goodness of fit
  • mutual information
  • machine learning
  • probability distribution