Monotone Graphical Multivariate Markov Chains

DOI10.1007/978-3-7908-2604-3_43zbMath1436.62396OpenAlexW43429660MaRDI QIDQ3298497

Roberto Colombi, Sabrina Giordano

Publication date: 14 July 2020

Published in: Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2604-3_43

zbMATH Keywords

Granger causalitygraphical modelsstochastic orderingschi-bar-square distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: hypothesis testing (62M02)

Uses Software

• hmmm

Cites Work

• Stochastic orders
• Parameterizations and Fitting of Bi‐directed Graph Models to Categorical Data
• Markov Properties for Acyclic Directed Mixed Graphs
• REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
• Multinomial-Poisson models subject to inequality constraints
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