Graphical modelling of multivariate time series (Q438963)

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Graphical modelling of multivariate time series
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    title
    Graphical modelling of multivariate time series (English)
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    author
    Michael Eichler
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    publication date
    31 July 2012
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    Mathematics Subject Classification ID
    60G10
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    62A09
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    62M10
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    zbMATH DE Number
    6062614
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    zbMATH Keywords
    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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