Graphical models for multivariate Markov chains

DOI10.1016/J.JMVA.2012.01.010MaRDI QIDQ413752zbMATH OpenOpenAlexFDO

Authors R. Colombi, S. Giordano

Publication date 7 May 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.01.010

zbMATH Keywords

conditional independenceGranger noncausalitygeneralized marginal interactions

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

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Cited in

(17)

• Chain graph models of multivariate regression type for categorical data
• Dynamic matrix-variate graphical models
• Graphical Markov models for infinitely many variables
• Multiple hidden Markov models for categorical time series
• Monotone graphical multivariate Markov chains
• Temporal aggregation in chain graph models
• Multigraph representations of hierarchical loglinear models
• Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
• Hidden Markov models for longitudinal rating data with dynamic response styles
• Some conditional independencies in bivariate categorical time series
• scientific article; zbMATH DE number 6470811 (Why is no real title available?)
• Graphical modelling of multivariate time series
• Monotone dependence in graphical models for multivariate Markov chains
• Chain graphs for multilevel models
• scientific article; zbMATH DE number 7085059 (Why is no real title available?)
• On the inclusion of bivariate marked point processes in graphical models
• Graphical Models for Composable Finite Markov Processes

Describes a project that uses

Uses Software

• R
• hmmm
• MIM
• mph.fit

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