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

Full work available at URL https://doi.org/10.1007/S00184-025-00992-6

zbMATH Keywords

Markov propertyMCAR processorthogonality graphpartial correlationstationary processundirected graph

Mathematics Subject Classification ID

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

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