Graphical and phase space models for univariate time series

DOI10.1007/978-3-642-57678-2_38MaRDI QIDQ3297961zbMATH OpenOpenAlexFDO

Authors Roland Fried

Publication date 21 July 2020

Published in COMPSTAT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57678-2_38

zbMATH Keywords

ARMA modelsconditional independencemissing dataphase space embeddingtime series analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A Comparison of the Characteristics of Some Bayesian Forecasting Models
• Analysis of fragmented time series data using box-jenkins models
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• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Methodologies for the estimation of missing observations in time series
• Missing observations in ARIMA models: Skipping approach versus additive outlier approach
• The Masking Breakdown Point of Multivariate Outlier Identification Rules

Cited in

(4)

• Learning Graphical Models for Stationary Time Series
• Time series models with given interactions
• Partial Correlation Graphs and Dynamic Latent Variables for Physiological Time Series
• Graphical models for nonstationary time series

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