Graphical models of autoregressive processes
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Publication:3079665
Authors: Jitkomut Songsiri, Joachim Dahl, Lieven Vandenberghe 
Publication date: 2 March 2011
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Convex programming (90C25) Measures of information, entropy (94A17)
Cited In (14)
- Graphical models for nonstationary time series
- A method for decomposing multivariate time series into a causal hierarchy within specific frequency bands
- Empirical Bayesian learning in AR graphical models
- Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
- Time series graphical Lasso and sparse VAR estimation
- On constrained estimation of graphical time series models
- Interaction levels in an autoregressive graphical model
- Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data
- Topology selection in graphical models of autoregressive processes
- Graphical model selection for a particular class of continuous-time processes.
- Generalized maximum entropy based identification of graphical ARMA models
- Autoregressive identification of Kronecker graphical models
- Sparse plus low-rank identification for dynamical latent-variable graphical AR models
- Learning Graphical Models for Stationary Time Series
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