Latent ancestral graph of structure vector autoregressive models

Journal of Systems Engineering and Electronics

Volumn 21, Issue 2, 2010, Pages 233-238

  Gao, Wei ^a,b   Tian, Zheng ^b,c  

^a XI'AN UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^b NORTHWESTERN POLYTECHNICAL UNIVERSITY   (China)

^c INSTITUTE OF REMOTE SENSING APPLICATIONS   (China)

Author keywords

Iterative conditional fitting; Latent ancestral graph; Multivariate time series

Indexed keywords

ANCESTRAL GRAPHS; APPROPRIATE MODELS; FITTING ALGORITHMS; GAUSSIANS; ILLUSTRATIVE EXAMPLES; ITERATIVE CONDITIONAL FITTING; LATENT ANCESTRAL GRAPH; LATENT VARIABLE; LOG LIKELIHOOD; MIXED GRAPH; MULTIVARIATE TIME SERIES; PARAMETERIZATION MODEL; VECTOR AUTOREGRESSIVE MODEL; VERTEX SET;

RANDOM VARIABLES; TIME SERIES;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 77956297196     PISSN: 10044132     EISSN: None     Source Type: Journal    
DOI: 10.3969/j.issn.1004-4132.2010.02.010     Document Type: Article

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