Causal inference with multiple time series: principles and problems
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Cites work
- A new method of the description of the information flow in the brain structures
- Causal diagrams for empirical research
- Composable Markov processes
- Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance
- Granger causality and path diagrams for multivariate time series
- Graphical modelling of multivariate time series
- Identification of vector AR models with recursive structural errors using conditional independence graphs
- Influence Diagrams for Causal Modelling and Inference
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- On Granger causality and the effect of interventions in time series
- On the evaluation of information flow in multivariate systems by the directed transfer function
- Partial correlation analysis for the identification of synaptic connections
- Partial directed coherence: a new concept in neural structure determination
- The impact of latent confounders in directed network analysis in neuroscience
- Variational Bayesian methods: concepts and neuroimage applications
Cited in
(46)- Granger mediation analysis of multiple time series with an application to functional magnetic resonance imaging
- A constraint optimization approach to causal discovery from subsampled time series data
- Bayesian method for causal inference in spatially-correlated multivariate time series
- Amalgamating evidence of dynamics
- Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data
- Markov equivalence of marginalized local independence graphs
- Modified Granger causality in selected neighborhoods
- Causal inference for multivariate stochastic process prediction
- Extracting informative variables in the validation of two-group causal relationship
- Bayesian nonparametric sparse VAR models
- Analyzing multiple nonlinear time series with extended Granger causality
- Graphical modeling of stochastic processes driven by correlated noise
- The impact of latent confounders in directed network analysis in neuroscience
- Assessing causality in brain dynamics and cardiovascular control
- Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
- Granger causality
- Multiple testing of causal hypotheses
- Causal information approach to partial conditioning in multivariate data sets
- Causal inference from time series: what can be learned from Granger causality
- Causality, dynamical systems and the arrow of time
- Causal network reconstruction from time series: from theoretical assumptions to practical estimation
- Survey on causality analysis of multivariate time series
- Survey and Evaluation of Causal Discovery Methods for Time Series
- Reconstructing regime-dependent causal relationships from observational time series
- Temporal causal inference with time lag
- Invariant causal prediction for sequential data
- scientific article; zbMATH DE number 6431341 (Why is no real title available?)
- Causal network inference by optimal causation entropy
- Detecting marginal and conditional independencies between events and learning their causal structure
- What can Statistics Contribute to a Causal Understanding?
- Towards a new viewpoint on causality for time series
- Cause-and-effect of linear mechanisms sustaining wall turbulence
- scientific article; zbMATH DE number 7644904 (Why is no real title available?)
- Consistent causal inference from time series with PC algorithm and its time-aware extension
- Detecting causal relations in time series with the new cross Markov matrix technique
- Causality indices for bivariate time series data: a comparative review of performance
- Mixed orthogonality graphs for continuous-time stationary processes
- Simple physical systems as a reference for multivariate information dynamics
- Weak equivalence of local independence graphs
- Estimating product cannibalisation in wholesale using multivariate Hawkes processes with inhibition
- A measure of bivariate long memories in financial time series with applications to Granger causality networks
- Time-dependent mediators in survival analysis: graphical representation of causal assumptions
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- Using causal discovery for feature selection in multivariate numerical time series
- Inferring causal impact using Bayesian structural time-series models
- Causal inference for structural equations: with an application to wage-price spiral
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