Bayes Nets of Time Series: Stochastic Realizations and Projections

DOI10.1007/978-0-387-79936-0_7MaRDI QIDQ3567633zbMATH OpenOpenAlexWikidataFDO

Authors Peter E. Caines, Rob Deardon, Henry P. Wynn

Publication date 17 June 2010

Published in Optimal Design and Related Areas in Optimization and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-387-79936-0_7

Mathematics Subject Classification ID

Applications of graph theory (05C90) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Relating the network graphs of state-space representations to Granger causality conditions

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