@techreport{Fried2003Latent,
abstract = {We investigate the possibility of exploiting partial correlation graphs for identifying interpretable latent variables underlying a multivariate time series. It is shown how the collapsibility and separation properties of partial correlation graphs can be used to understand the relation between a factor model and the structure among the observable variables.},
address = {Dortmund},
author = {Roland Fried and Vanessa Didelez},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {310; Time series analysis; Dimension reduction; Factor analysis; Partial correlations; Multivariate Analyse; Zeitreihenanalyse; Theorie; Korrelation},
language = {eng},
number = {2003,06},
publisher = {Univ., SFB 475},
title = {Latent variable analysis and partial correlation graphs for multivariate time series},
type = {Technical Report // Universit\"{a}t Dortmund, SFB 475 Komplexit\"{a}tsreduktion in Multivariaten Datenstrukturen},
url = {http://hdl.handle.net/10419/49370},
year = {2003}
}
