Dynamic modelling and causality
From MaRDI portal
Publication:3033168
DOI10.1080/03461238.1987.10413826zbMath0691.62087OpenAlexW1994337026MaRDI QIDQ3033168
Publication date: 1987
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1987.10413826
Markov chainsDoob-Meyer decompositionGranger causalitycounting processesdynamic modellinglocal dependencemartingale theorylife history analysisgeneral dynamic statistical model
Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99)
Related Items (21)
The stochastic system approach for estimating dynamic treatments effect ⋮ Non-causality in bivariate binary time series ⋮ Dynamic path analysis -- a new approach to analyzing time-dependent covariates ⋮ A General Dynamical Statistical model with Causal Interpretation ⋮ Markov equivalence of marginalized local independence graphs ⋮ Graphical modeling of stochastic processes driven by correlated noise ⋮ Nonparametric conditional local independence testing ⋮ Graphical modelling of multivariate time series ⋮ Feedback and Mediation in Causal Inference Illustrated by Stochastic Process Models ⋮ On predictive causality in longitudinal studies ⋮ Invariance of statistical causality under convergence ⋮ What can Statistics Contribute to a Causal Understanding? ⋮ Graphical Models for Composable Finite Markov Processes ⋮ Dealing with death when studying disease or physiological marker: the stochastic system approach to causality ⋮ A Bayesian approach to model interdependent event histories by graphical models ⋮ On the inclusion of bivariate marked point processes in graphical models ⋮ On Granger causality and the effect of interventions in time series ⋮ A general definition of influence between stochastic processes ⋮ The versatility of multi-state models for the analysis of longitudinal data with unobservable features ⋮ Graphical Models for Marked Point Processes Based on Local Independence ⋮ Special issue dedicated to Odd O. Aalen
Cites Work
- Unnamed Item
- Unnamed Item
- Cox's regression model for counting processes: A large sample study
- Estimation for a semimartingale regression model using the method of sieves
- Nonparametric inference for a family of counting processes
- Exogeneity
- Quasi-least-squares estimation in semimartingale regression models
- [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]
- Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
- The Analysis of Failure Times in the Presence of Competing Risks
- Composable Markov processes
This page was built for publication: Dynamic modelling and causality