Graphical modelling of multivariate time series (Q438963): Difference between revisions

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+math/0610654
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+Dynamic modelling and causality
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+Alternative Markov Properties for Chain Graphs
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+ADAPTIVE PARAMETER ESTIMATION IN MULTIVARIATE SELF-EXCITING THRESHOLD AUTOREGRESSIVE MODELS
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+Partial directed coherence: a new concept in neural structure determination
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+Handbook of econometrics. Vol. 4
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+Maximum likelihood analysis of spike trains of interacting nerve cells
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+The General Equivalence of Granger and Sims Causality
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+Graphical interaction models for multivariate time series.
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+Conditional independence for statistical operations
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+Graphical Models for Composable Finite Markov Processes
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+Mixing: Properties and examples
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+Binary Models for Marginal Independence
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+Introduction to Graphical Modelling
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+Q5326833
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+Granger causality and path diagrams for multivariate time series
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+Q4630816
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+Nonlinear time series. Nonparametric and parametric methods
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+A Note on Noncausality
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+ARCH models and financial applications
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+Qualitative threshold ARCH models
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+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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+On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors
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+Marginalizing and conditioning in graphical models
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+Q4382293
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+Separation and completeness properties for AMP chain graph Markov models.
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+Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
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+\(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term.
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+Identification of vector AR models with recursive structural errors using conditional independence graphs
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+Nonlinear time series analysis of economic and financial data
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+Structural Learning with Time-Varying Components: Tracking the Cross-Section of Financial Time Series
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