Feedback, causality and distance between ARMA models. (Q1428717)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feedback, causality and distance between ARMA models. |
scientific article |
Statements
Feedback, causality and distance between ARMA models. (English)
0 references
29 March 2004
0 references
The paper investigates the relationship between feedback, causation and distance in the second-order stationary stochastic processes framework, Granger causality and a measure of dissimilarity between ARMA models. Relationships with VAR models are explored.
0 references
ARMA models
0 references
distance
0 references
feedback
0 references
Granger causality
0 references
VAR
0 references
0 references
