The decomposition and measurement of the interdependency between second- order stationary processes

DOI10.1007/BF01192551zbMath0723.60036MaRDI QIDQ756841

Yuzo Hosoya

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

measure of associationmultivariate stationary processes

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

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• On the Granger Condition for Non-Causality
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Economic processes involving feedback

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