137 citations · 346 across the 10 of their papers we have counts for
Showing 2012 · stat.MEShow all
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stat.ME2012★ 13 cited
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…
stat.ME2012★ 31 cited
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…