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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...

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Detalhes bibliográficos
Publicado no:J Comput Graph Stat
Main Authors: Yang, Jilei, Peng, Jie
Formato: Artigo
Idioma:Inglês
Publicado em: 2019
Assuntos:
Acesso em linha: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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