Graphical interaction models for multivariate time series.
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Publication:5953789
DOI10.1007/s001840000055zbMath1093.62571OpenAlexW2021981219MaRDI QIDQ5953789
Publication date: 29 January 2002
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001840000055
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90) Inference from stochastic processes and spectral analysis (62M15) Graphical methods in statistics (62A09)
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