Decomposability and selection of graphical models for multivariate time series

Biometrika

Volumn 90, Issue 2, 2003, Pages 251-267

  Fried, Roland ^a   Didelez, Vanessa ^b  

^a TU DORTMUND UNIVERSITY   (Germany)

^b UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

Graphical interaction model; Marginalisation; Model selection; Partial spectral coherency

Indexed keywords

EID: 3843087149     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/90.2.251     Document Type: Article

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