Fasen-Hartmann, Vicky; Schenk, Lea - In: Metrika 88 (2025) 6, pp. 1425-1460
In this paper, we establish the partial correlation graph for multivariate continuous-time stochastic processes … function. In the partial correlation graph, the vertices are the components of the process and the undirected edges represent … partial correlations between the vertices. To define this graph, we therefore first introduce the partial correlation relation …