Partial correlation graphs for continuous-parameter time series

DOI10.1007/S00184-025-00992-6MaRDI QIDQ6917747zbMATH OpenFDO

Authors Vicky Fasen-Hartmann, Lea Schenk

Publication date 13 October 2025

Published in Metrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

partial correlationstationary processundirected graphMarkov propertyorthogonality graphMCAR process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic graphical models (62H22) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

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