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Estimating Time-Varying Graphical Models

In this paper, we study time-varying graphical models based on data measured over a temporal grid. Such models are motivated by the needs to describe and understand evolving interacting relationships among a set of random variables in many real applications, for instance the study of how stock price...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Veröffentlicht in:J Comput Graph Stat
Hauptverfasser: Yang, Jilei, Peng, Jie
Format: Artigo
Sprache:Inglês
Veröffentlicht: 2019
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC8023339/
https://ncbi.nlm.nih.gov/pubmed/33828398
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10618600.2019.1647848
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