130 citations · 289 across the 21 of their papers we have counts for
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math.ST2020★ 12 cited
Graphical modeling of stochastic processes driven by correlated errors
Søren Wengel Mogensen, Niels Richard Hansen
We study a class of graphs that represent local independence structures in stochastic processes allowing for correlated error processes. Several graphs may encode the same local in…
math.ST2020★ 15 cited
Testing Conditional Independence via Quantile Regression Based Partial Copulas
Lasse Petersen, Niels Richard Hansen
The partial copula provides a method for describing the dependence between two random variables and conditional on a third random vector in terms of nonparametric resid…