Conditional independence graph for nonlinear time series and its application to international financial markets
type: Item
instance of: scholarly article
title: Conditional independence graph for nonlinear time series and its application to international financial markets
zbMATH Open document ID: 1402.91582
author: Peng Zhang
published in: Physica A
publication date: 2018-09-11T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 05C90
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6935021
zbMATH Keywords: nonlinear time series
zbMATH Keywords: conditional independence graphs
zbMATH Keywords: conditional mutual information
zbMATH Keywords: financial markets
describes a project that uses: bootstrap
describes a project that uses: MIM
MaRDI profile type: Publication
full work available at URL: j.physa.2012.07.002
OpenAlex ID: W2091701004
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DOI: 10.1016/J.PHYSA.2012.07.002
description: scientific article; zbMATH DE number 6935021