Graphical models for multivariate Markov chains

DOI10.1016/j.jmva.2012.01.010zbMath1241.60036MaRDI QIDQ413752

Sabrina Giordano, Roberto Colombi

Publication date: 7 May 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.010

zbMATH Keywords

conditional independence; Granger noncausality; generalized marginal interactions

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

Related Items

Monotone dependence in graphical models for multivariate Markov chains, Multiple hidden Markov models for categorical time series

Uses Software

• R
• hmmm
• MIM
• mph.fit

Cites Work

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