Title of article
Decomposability and selection of graphical models for multivariate time series
Author/Authors
Fried، Roland نويسنده , , Didelez، Vanessa نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
-250
From page
251
To page
0
Abstract
We derive conditions for decomposition and collapsibility of graphical interaction models for multivariate time series.These properties enable us to perform stepwise model selection under certain restrictions. For illustration, we apply the results to a multivariate time series describing the haemodynamic system as monitored in intensive care.
Keywords
Graphical interaction model , Marginalisation , Partial spectral coherency , Model selection
Journal title
Biometrika
Serial Year
2003
Journal title
Biometrika
Record number
71822
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