ARMA Identification of Graphical Models

DOI10.1109/TAC.2012.2231551MaRDI QIDQ5353208zbMATH OpenFDO

Authors Enrico Avventi, Anders Lindquist, B. Wahlberg

Publication date 8 September 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2012.2231551

Mathematics Subject Classification ID

Gaussian processes (60G15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

Cited in

(12)

• Nonparametric identification of Kronecker networks
• Mean-square consistency of the f-truncated M^2-periodogram
• Generalized maximum entropy based identification of graphical ARMA models
• Autoregressive identification of Kronecker graphical models
• Empirical Bayesian learning in AR graphical models
• A Bayesian approach to sparse dynamic network identification
• scientific article; zbMATH DE number 5647808 (Why is no real title available?)
• Graphical model selection for a particular class of continuous-time processes.
• Dynamics over signed networks
• Topology identification under spatially correlated noise
• Sparse plus low-rank identification for dynamical latent-variable graphical AR models
• An interpretation of the dual problem of the THREE-like approaches

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