Unifying Markov properties for graphical models
نویسندگان
چکیده
منابع مشابه
Markov properties for graphical time series models
This paper deals with the Markov properties of a new class of graphical time series models which focus on the dynamic interrelationships between the components of multivariate time series. The modelling approach is based on the concept of strong Granger-causality and thus can also be applied to nonlinear models. The constraints defining the models are encoded by mixed graphs in which each compo...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2018
ISSN: 0090-5364
DOI: 10.1214/17-aos1618