Statistical causality and separable processes

DOI10.1016/J.SPL.2020.108915MaRDI QIDQ2216981zbMATH OpenOpenAlexFDO

Authors Dragana Valjarević, Ljiljana Petrović

Publication date 18 December 2020

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

Full work available at URL https://doi.org/10.1016/j.spl.2020.108915

zbMATH Keywords

causalityfiltrationseparable \(\sigma \)-algebraseparable process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of statistics to economics (62P20)

Recommendations

• Statistical causality and measurable separability of \(\sigma \)-algebras
• Statistical causality and stable subspaces of H^p
• Statistical causality, optional and predictable projections
• Statistical causality and adapted distribution
• Causality and separability

Cites work

• Causality and Markovian representations
• Causality and Stochastic Dynamic Systems
• Changes of filtrations and of probability measures
• scientific article; zbMATH DE number 3842849 (Why is no real title available?)
• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
• scientific article; zbMATH DE number 46366 (Why is no real title available?)
• scientific article; zbMATH DE number 3497161 (Why is no real title available?)
• scientific article; zbMATH DE number 2006037 (Why is no real title available?)
• scientific article; zbMATH DE number 1546853 (Why is no real title available?)
• scientific article; zbMATH DE number 2150787 (Why is no real title available?)
• scientific article; zbMATH DE number 822726 (Why is no real title available?)
• scientific article; zbMATH DE number 3223983 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• On extremal solutions of martingale problems
• Statistical causality and extremal measures
• Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
• Statistical causality, martingale problems and local uniqueness

Cited in

(11)

• Causality and statistics on the Groenewold-Moyal plane
• Statistical causality and measurable separability of \(\sigma \)-algebras
• Causality and separability
• Statistical causality and stable subspaces of H^p
• A general dynamical statistical model with causal interpretation
• Invariance of statistical causality under convergence
• Granger causality and contiguity between stochastic processes
• Statistical causality, optional and predictable projections
• Causality Modeling and Statistical Generative Mechanisms
• Some aspects of statistical causality
• Statistical modeling of causal effects in continuous time

This page was built for publication: Statistical causality and separable processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2216981)