Graphical modelling of multivariate time series (Q438963): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62A09 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6062614 / rank | |||
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| Property / zbMATH Keywords | |||
graphical models | |||
| Property / zbMATH Keywords: graphical models / rank | |||
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multivariate time series | |||
| Property / zbMATH Keywords: multivariate time series / rank | |||
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Granger causality | |||
| Property / zbMATH Keywords: Granger causality / rank | |||
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global Markov property | |||
| Property / zbMATH Keywords: global Markov property / rank | |||
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Revision as of 01:37, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Graphical modelling of multivariate time series |
scientific article |
Statements
Graphical modelling of multivariate time series (English)
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31 July 2012
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graphical models
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multivariate time series
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Granger causality
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global Markov property
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