A test statistic for graphical modelling of multivariate time series (Q5503404)
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scientific article; zbMATH DE number 5492497
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A test statistic for graphical modelling of multivariate time series |
scientific article; zbMATH DE number 5492497 |
Statements
A test statistic for graphical modelling of multivariate time series (English)
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15 January 2009
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asymptotic normality
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backward stepwise selection
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conditional independence
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graphical model
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Kullback-Leibler divergence
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periodogram
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spectral density matrix
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0.8178187012672424
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0.7872521877288818
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0.7577844858169556
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0.7520478367805481
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0.7465596199035645
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