Decomposability and selection of graphical models for multivariate time series

DOI10.1093/biomet/90.2.251zbMath1036.62072OpenAlexW2132701378MaRDI QIDQ4455409

Vanessa Didelez, Roland Fried

Publication date: 16 March 2004

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/5221

zbMATH Keywords

model selectionhaemodynamicsphysiological time seriesmarginalisationgraphical interaction modelpartial spectral coherency

Mathematics Subject Classification ID

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

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