ARMA Identification of Graphical Models

DOI10.1109/TAC.2012.2231551zbMath1369.93668MaRDI QIDQ5353208

Enrico Avventi, Anders Lindquist, B. Wahlberg

Publication date: 8 September 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Identification in stochastic control theory (93E12)

Related Items (10)

Generalized maximum entropy based identification of graphical ARMA models ⋮ A Bayesian approach to sparse dynamic network identification ⋮ Topology identification under spatially correlated noise ⋮ An interpretation of the dual problem of the THREE-like approaches ⋮ Autoregressive identification of Kronecker graphical models ⋮ Empirical Bayesian learning in AR graphical models ⋮ Graphical model selection for a particular class of continuous-time processes ⋮ Dynamics over Signed Networks ⋮ Nonparametric identification of Kronecker networks ⋮ Mean-square consistency of the \(f\)-truncated \(M^2\)-periodogram

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