137 citations · 346 across the 10 of their papers we have counts for
4 papers · 1 filter
Locally Stationary Functional Time Series
Anne van Delft, Michael Eichler
The literature on time series of functional data has focused on processes of which the probabilistic law is either constant over time or constant up to its second-order structure.…
Fitting Graphical Interaction Models to Multivariate Time Series
Michael Eichler
Graphical interaction models have become an important tool for analysing multivariate time series. In these models, the interrelationships among the components of a time series are…
Causal Reasoning in Graphical Time Series Models
Michael Eichler, Vanessa Didelez
We propose a definition of causality for time series in terms of the effect of an intervention in one component of a multivariate time series on another component at some later poi…
A note on global Markov properties for mixed graphs
Michael Eichler
Global Markov properties in mixed graphs are usually formulated in terms of the path-oriented m-separation or by use of augmented graphs (similar to moral graphs in the case of dir…