The paper briefly shows how the analysis of Multivariate Markov Chains can be performed through Graphical Chain Models, a large class of causal models considered by Lauritzen and Wermuth (1989), Wermuth and Lauritzen (1989), and Edwards (1989). This allows to easily extend and generalize the treatment of hypotheses like the one considered in Fharmeir and Kaufmann (1987, pages 157-159).
An application of graphical chain models to Markov multivariate chains
SCAGNI, Andrea
1993-01-01
Abstract
The paper briefly shows how the analysis of Multivariate Markov Chains can be performed through Graphical Chain Models, a large class of causal models considered by Lauritzen and Wermuth (1989), Wermuth and Lauritzen (1989), and Edwards (1989). This allows to easily extend and generalize the treatment of hypotheses like the one considered in Fharmeir and Kaufmann (1987, pages 157-159).File in questo prodotto:
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