Graphical modelling of multivariate time series

Probability Theory and Related Fields

Volumn 153, Issue 1-2, 2012, Pages 233-268

  Eichler, Michael ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Global Markov property; Granger causality; Graphical models; Multivariate time series

Indexed keywords

EID: 84861778291     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-011-0345-8     Document Type: Article

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