Decomposability and selection of graphical models for multivariate time series
成果类型：
Article
署名作者：
Fried, R; Didelez, V
署名单位：
Dortmund University of Technology; University of London; University College London
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/90.2.251
发表日期：
2003
页码：
251267
关键词：
摘要：
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.
来源URL：