Mixed orthogonality graphs for continuous-time stationary processes

DOI10.1016/J.SPA.2024.104501MaRDI QIDQ6658920zbMATH OpenFDO

Authors Vicky Fasen-Hartmann, Lea Schenk

Publication date 8 January 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2024.104501

zbMATH Keywords

contemporaneous correlationGranger causalitygraphslinear predictionMarkov propertyMCAR processes

Mathematics Subject Classification ID

Probabilistic graphical models (62H22) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

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• Partial correlation graphs for continuous-parameter time series

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