Causality and Markovian representations

DOI10.1016/0167-7152(95)00176-XzbMATH Open0875.93483OpenAlexW2018267635MaRDI QIDQ1126142FDOQ1126142

Authors: Ljiljana Petrović 

Publication date: 4 June 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00176-x

zbMATH Keywords

causalityHilbert spaces

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Cites Work

• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Causality and Stochastic Dynamic Systems
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• On minimal splitting subspaces and markovian representations
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (14)

• Causality between stopped filtrations and some applications
• Statistical causality and separable processes
• Statistical causality and adapted distribution
• Statistical causality and stable subspaces of \(H^p\)
• Statistical causality and martingale representation property with application to stochastic differential equations
• Granger causality and stopping times
• Causality with finite horizon of the past in continuous time
• Statistical causality and orthogonality of local martingales
• Invariance of statistical causality under convergence
• Toward Best Approximation of Nonlinear Systems: A Case of Models with Memory
• Statistical causality and purely discontinuous local martingales
• Statistical causality, optional and predictable projections
• Statistical causality and extremal measures
• Statistical causality and measurable separability of \(\sigma \)-algebras

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