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math.ST2022
Identifiability in Continuous Lyapunov Models
Philipp Dettling, Roser Homs, Carlos Améndola +2
The recently introduced graphical continuous Lyapunov models provide a new approach to statistical modeling of correlated multivariate data. The models view each observation as a o…
math.ST2022★ 5 cited
Nonparametric Conditional Local Independence Testing
Alexander Mangulad Christgau, Lasse Petersen, Niels Richard Hansen
Conditional local independence is an asymmetric independence relation among continuous time stochastic processes. It describes whether the evolution of one process is directly infl…