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

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).
8th international workshop on Statistical modeling
Leuven, Belgio
luglio 1993
atti del convegno "8th international workshop on Statistical modeling"
GLIM
58
64
graphical models; markov chains; discrete multivariate processes
A. SCAGNI
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2318/24366
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