Graphical models for multivariate Markov chains

DOI10.1016/J.JMVA.2012.01.010zbMATH Open1241.60036OpenAlexW1972818238MaRDI QIDQ413752FDOQ413752

Authors: R. Colombi, S. Giordano 

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

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zbMATH Keywords

conditional independenceGranger noncausalitygeneralized marginal interactions

Mathematics Subject Classification ID

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

Cites Work

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• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Markov Properties for Acyclic Directed Mixed Graphs
• Granger causality and path diagrams for multivariate time series
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• On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors
• An extended class of marginal link functions for modelling contingency tables by equality and inequality constraints
• Non-causality in bivariate binary time series
• Tests of Noncausality under Markov Assumptions for Qualitative Panel Data
• The General Equivalence of Granger and Sims Causality
• Alternative Markov properties for chain graphs
• Discrete chain graph models
• Chain graph models of multivariate regression type for categorical data
• Parameterizations and Fitting of Bi‐directed Graph Models to Categorical Data
• Ignorable common information, null sets and Basu's first theorem
• Causal inference from time series: what can be learned from Granger causality
• Title not available (Why is that?)
• Monotone dependence in graphical models for multivariate Markov chains
• Multinomial-Poisson models subject to inequality constraints
• Homogeneous Linear Predictor Models for Contingency Tables

Cited In (17)

• On the inclusion of bivariate marked point processes in graphical models
• Temporal aggregation in chain graph models
• Hidden Markov models for longitudinal rating data with dynamic response styles
• Graphical modelling of multivariate time series
• Dynamic matrix-variate graphical models
• Multigraph representations of hierarchical loglinear models
• Title not available (Why is that?)
• Some conditional independencies in bivariate categorical time series
• Chain graphs for multilevel models
• Chain graph models of multivariate regression type for categorical data
• Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
• Title not available (Why is that?)
• Multiple hidden Markov models for categorical time series
• Monotone dependence in graphical models for multivariate Markov chains
• Graphical Models for Composable Finite Markov Processes
• Graphical Markov models for infinitely many variables
• Monotone graphical multivariate Markov chains

Uses Software

• R
• hmmm
• MIM
• mph.fit

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