Interaction levels in an autoregressive graphical model

MaRDI QIDQ1901304zbMATH OpenFDO

Authors Francesco Lagona

Publication date 4 February 1996

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

linear modelGaussian distributionmixing propertyasymptotic inferencedependence structurestochastic interactionautoregressive graphical modeledge structuremixing Markov fieldpseudo-likelihood criterion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Applications of graph theory (05C90)

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Cited in

(3)

• Temporal aggregation in chain graph models
• On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified
• Mixture network autoregressive model with application on students' successes

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