Graphical interaction models for multivariate time series.

DOI10.1007/S001840000055zbMATH Open1093.62571OpenAlexW2021981219MaRDI QIDQ5953789FDOQ5953789

Publication date: 29 January 2002

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840000055

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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90) Graphical methods in statistics (62A09) Inference from stochastic processes and spectral analysis (62M15)

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