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]
@inproceedings{NguyenKKS15,
title = {Why ARMAX-GARCH Linear Models Successfully Describe Complex Nonlinear Phenomena: A Possible Explanation},
author = {Hung T. Nguyen and Vladik Kreinovich and Olga Kosheleva and Songsak Sriboonchitta},
year = {2015},
doi = {10.1007/978-3-319-25135-6_14},
url = {http://dx.doi.org/10.1007/978-3-319-25135-6_14},
researchr = {https://researchr.org/publication/NguyenKKS15},
cites = {0},
citedby = {0},
pages = {138-150},
booktitle = {Integrated Uncertainty in Knowledge Modelling and Decision Making - 4th International Symposium, IUKM 2015, Nha Trang, Vietnam, October 15-17, 2015, Proceedings},
editor = {Van-Nam Huynh and Masahiro Inuiguchi and Thierry Denoeux},
volume = {9376},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-319-25134-9},
}