1 citations · 1 across the 1 of their papers we have counts for
3 papers
math.ST2024★ 1 cited
Partial correlation graphs for continuous-parameter time series
Vicky Fasen-Hartmann, Lea Schenk
In this paper, we establish the partial correlation graph for multivariate continuous-time stochastic processes, assuming only that the underlying process is stationary and mean-sq…
math.PR2023
Mixed orthogonality graphs for continuous-time state space models and orthogonal projections
Vicky Fasen-Hartmann, Lea Schenk
In this paper, we derive (local) orthogonality graphs for the popular continuous-time state space models, including in particular multivariate continuous-time ARMA (MCARMA) process…
math.ST2023
Mixed orthogonality graphs for continuous-time stationary processes
Vicky Fasen-Hartmann, Lea Schenk
In this paper, we introduce different concepts of Granger causality and contemporaneous correlation for multivariate stationary continuous-time processes to model different depende…