Bayesian model selection for complex dynamic systems

Article English OPEN
Mark, Christoph; Metzner, Claus; Lautscham, Lena; Strissel, Pamela L.; Strick, Reiner; Fabry, Ben;
(2018)

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 longe... View more
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