Decomposability and selection of graphical models for multivariate time series
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Publication:4455409
DOI10.1093/biomet/90.2.251zbMath1036.62072MaRDI QIDQ4455409
Publication date: 16 March 2004
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2003/5221
model selection; haemodynamics; physiological time series; marginalisation; graphical interaction model; partial spectral coherency
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
05C90: Applications of graph theory
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