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Decomposability and selection of graphical models for multivariate time series

Fried, R; Didelez, V; (2003) Decomposability and selection of graphical models for multivariate time series. OXFORD UNIV PRESS

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Type: Report
Title: Decomposability and selection of graphical models for multivariate time series
DOI: 10.1093/biomet/90.2.251
Keywords: Science & Technology, Life Sciences & Biomedicine, Physical Sciences, Biology, Mathematical & Computational Biology, Statistics & Probability, Life Sciences & Biomedicine - Other Topics, Mathematics, BIOLOGY, MATHEMATICAL & COMPUTATIONAL BIOLOGY, STATISTICS & PROBABILITY, graphical interaction model, marginalisation, model selection, partial spectral coherency
UCL classification: UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Maths and Physical Sciences
URI: http://discovery.ucl.ac.uk/id/eprint/190467
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