Conditional independence graph for nonlinear time series and its application to international financial markets (Q1672948)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional independence graph for nonlinear time series and its application to international financial markets |
scientific article |
Statements
Conditional independence graph for nonlinear time series and its application to international financial markets (English)
0 references
11 September 2018
0 references
nonlinear time series
0 references
conditional independence graphs
0 references
conditional mutual information
0 references
financial markets
0 references
0 references
0 references
