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Graphical modeling of stochastic processes driven by correlated errors - MaRDI portal

Graphical modeling of stochastic processes driven by correlated errors

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Publication:6340781

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DOI10.3150/21-BEJ1446arXiv2005.07568MaRDI QIDQ6340781

Søren Wengel Mogensen, Niels Richard Hansen

Publication date: 15 May 2020

Mathematics Subject Classification ID

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

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