Edge Deletion Tests and l 1 Regularisation Methods in Graphical modelling for Multivariate Time Series

@inproceedings{Reale2016EdgeDT,
  title={Edge Deletion Tests and l 1 Regularisation Methods in Graphical modelling for Multivariate Time Series},
  author={Marco Reale and Chris J. Price},
  year={2016}
}
In this thesis, the primary aim is to examine graphical modelling in the context of multivariate time series. This work develops on previous work, which provided two approaches, the GMTS and SIN methods, which gave results for the conditional independencies between the variables in datasets. These methods will be compared with a more recent range of methods… CONTINUE READING