Graphical models for multivariate Markov chains
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References listed on IDEAS
- Bouissou, Michel B & Laffont, Jean-Jacques & Vuong, Quang H, 1986.
"Tests of Noncausality under Markov Assumptions for Qualitative Panel Data,"
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- Thomas Richardson, 2003. "Markov Properties for Acyclic Directed Mixed Graphs," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(1), pages 145-157.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Roberto Colombi & Sabrina Giordano, 2013. "Monotone dependence in graphical models for multivariate Markov chains," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(7), pages 873-885, October.
- Colombi, R. & Giordano, S., 2015. "Multiple hidden Markov models for categorical time series," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 19-30.
More about this item
KeywordsGranger noncausality; Conditional independence; Generalized marginal interactions;
StatisticsAccess and download statistics
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