Hung T. Nguyen, Vladik Kreinovich, Olga Kosheleva, Songsak Sriboonchitta. Why ARMAX-GARCH Linear Models Successfully Describe Complex Nonlinear Phenomena: A Possible Explanation. In Van-Nam Huynh, Masahiro Inuiguchi, Thierry Denoeux, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 4th International Symposium, IUKM 2015, Nha Trang, Vietnam, October 15-17, 2015, Proceedings. Volume 9376 of Lecture Notes in Computer Science, pages 138-150, Springer, 2015. [doi]
Abstract is missing.