Identification of structure VAR models using conditional mutual information graphs

Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice

Volumn 27, Issue 3, 2007, Pages 91-97

  Gao, Wei ^a   Tian, Zheng ^a,b  

^a NORTHWESTERN POLYTECHNICAL UNIVERSITY   (China)

^b INSTITUTE OF AUTOMATION   (China)

Author keywords

Directed acyclic graph; Graphical model; Linear conditional mutual information graph; Mutual information; Structural vector autoregression model

Indexed keywords

EID: 34247236773     PISSN: 10006788     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (10)