Graphical modeling of stochastic processes driven by correlated noise

DOI10.3150/21-BEJ1446MaRDI QIDQ2676953

Søren Wengel Mogensen, Niels Richard Hansen

Publication date: 28 September 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.07568

zbMATH Keywords

stochastic processesgraphical modelsOrnstein-Uhlenbeck processesMarkov equivalencelocal independence

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Markov processes (60Jxx) Inference from stochastic processes (62Mxx)

Related Items (1)

Nonparametric conditional local independence testing

Uses Software

• Algorithm 447

Cites Work

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