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Remarks Concerning Graphical Models for Time Series and Point Processes

Brazilian Review of Econometrics

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Title Remarks Concerning Graphical Models for Time Series and Point Processes
Remarks Concerning Graphical Models for Time Series and Point Processes
 
Creator Brillinger, David R.; Department of Statistics, University of California, Berkeley, CA - 94720, USA.
 
Subject Graphical model; network; point process; time series
C32; C35; C34
Graphical model; network; point process; time series
C32; C35; C34
 
Description A statistical network is a collection of nodes representing random variables and a set of edges that connect the nodes. A probabilistic model for such is called a graphical modeL These models, graphs and networks are particularly useful for examining statistical dependencies based on conditioning as often occurs in economics and statistics. In this paper the nodal random variables will be time series or point processes. The cases of undirected and directed graphs are focussed on.
Uma rede estatística é umaa coleção de nós representando variáveis aleatórias e um conjunto de arestas que ligam os nós. Um modelo estocástico por isso é chamado um modelo gráfico. Estes modelos, de gráficos e redes, são particularmente úteis para examinar as dependências estatísticas baseadas em condições do tipo das que ocorrem frequentemente em economia e estatística. Neste artigo as variáveis aleatórias dos nós serão séries temporais ou processos pontuais. Os casos de gráficos direcionados e não-direcionados são apresentados.
 
Publisher Brazilian Review of Econometrics
Brazilian Review of Econometrics
 
Date 1996-11-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
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Format application/pdf
 
Identifier http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/2878
 
Source Brazilian Review of Econometrics; Vol 16, No 1 (1996); 1-23
Brazilian Review of Econometrics; Vol 16, No 1 (1996); 1-23
1980-2447
 
Language eng
 
Relation http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/2878/1795