Consistent causal inference from time series with PC algorithm and its time-aware extension

DOI10.1007/s11222-023-10330-3zbMath1523.62005arXiv2210.09038OpenAlexW4388000103WikidataQ130415633 ScholiaQ130415633MaRDI QIDQ6089224

Rahul Biswas, Somabha Mukherjee

Publication date: 17 November 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.09038

zbMATH Keywords

consistencytime seriesmixingdirected acyclic graphcausal inference

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

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