Monotone graphical multivariate Markov chains

DOI10.1007/978-3-7908-2604-3_43MaRDI QIDQ3298497zbMATH OpenOpenAlexFDO

Authors R. Colombi, S. Giordano

Publication date 14 July 2020

Published in Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-7908-2604-3_43

zbMATH Keywords

chi-bar-square distributionGranger causalitygraphical modelsstochastic orderings

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Markov processes: hypothesis testing (62M02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Recommendations

• Graphical models for multivariate Markov chains
• Graphical modelling of multivariate time series
• Some conditional independencies in bivariate categorical time series
• Chain graph models of multivariate regression type for categorical data
• scientific article; zbMATH DE number 1097778

Cites work

• An extended class of marginal link functions for modelling contingency tables by equality and inequality constraints
• scientific article; zbMATH DE number 795293 (Why is no real title available?)
• Markov Properties for Acyclic Directed Mixed Graphs
• Multinomial-Poisson models subject to inequality constraints
• Parameterizations and Fitting of Bi‐directed Graph Models to Categorical Data
• REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
• Stochastic orders

Cited in

(3)

• Some conditional independencies in bivariate categorical time series
• Graphical models for multivariate Markov chains
• A test statistic for graphical modelling of multivariate time series

Describes a project that uses

Uses Software

• hmmm

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