scientific article; zbMATH DE number 6671393

MaRDI QIDQ3179970zbMATHFDO

Authors Yuesong Wei

Publication date 6 January 2017

zbMATH Keywords

graphical modelsconditional independencebootstrap methodgeneralized likelihood rationonlinear structural vector autoregressive models

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(4)

• A graphical approach for identifying causal relationships in nonlinear structural vector autoregressive models
• Learning causal graphs of nonlinear structural vector autoregressive model using information theory criteria
• Identification of structural vector autoregressive causal graphical models by information theory criteria
• Identification of nonlinear VAR models using general conditional independence graphs

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