scientific article; zbMATH DE number 6671393

zbMATH Open1363.62108MaRDI QIDQ3179970FDOQ3179970

Authors: Yuesong Wei 

Publication date: 6 January 2017

Title of this publication is not available (Why is that?)

Recommendations

• 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 and application of Granger causality graphs of vector autoregressive models using conditional mutual information
• Identification of nonlinear VAR models using general conditional independence graphs
• A linear non-Gaussian acyclic model for causal discovery
• Granger causality detecting based on graphical modelling
• Identification in graphical causal models

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)

Cited In (1)

• Identification of nonlinear VAR models using general conditional independence graphs

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3179970)