Graphical modelling of multivariate time series
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Publication:438963
DOI10.1007/s00440-011-0345-8zbMath1316.60049arXivmath/0610654OpenAlexW3100543032MaRDI QIDQ438963
Publication date: 31 July 2012
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0610654
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Graphical methods in statistics (62A09)
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Uses Software
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