Inference of time-dependent causal influences in Networks
Inference of time-dependent causal influences in Networks
M. Killmann,L. Sommerlade,2 Authors,Björn Schelter
2012 · DOI: 10.1515/bmt-2012-4263
2 Citations
TLDR
It is shown that the State Space Model in combination with the Kalman filter is a powerful tool for estimating time-variate AR process parameters.