An Efficient Approach to Graphical Modeling of Time Series

DOI10.1109/TSP.2015.2422679zbMath1394.62126arXiv1502.01955MaRDI QIDQ4580643

A. T. Walden, R. J. Wolstenholme

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.01955

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Graphical methods in statistics (62A09)

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