On the Consistency of Maximum Likelihood Estimators for Causal Network Identification
On the Consistency of Maximum Likelihood Estimators for Causal Network Identification
We consider the problem of identifying parameters of a particular class of Markov chains, called Bernoulli Autoregressive (BAR) processes. The structure of any BAR model is encoded by a directed graph. Incoming edges to a node in the graph indicate that the state of the node at a particular time …