Joint estimation of multiple graphical models from high dimensional time series

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 78, Issue 2, 2016, Pages 487-504

  Qiu, Huitong ^a   Han, Fang ^a   Liu, Han ^b   Caffo, Brian ^a  

^a JOHNS HOPKINS UNIVERSITY   (United States)

^b PRINCETON UNIVERSITY   (United States)

Author keywords

Conditional independence; Graphical model; High dimensional data; Rate of convergence; Time series

Indexed keywords

EID: 84956581970     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/rssb.12123     Document Type: Article

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