Statistical causality and measurable separability of -algebras

DOI10.1016/J.SPL.2021.109166zbMATH Open1474.60119OpenAlexW3170183015MaRDI QIDQ2244580FDOQ2244580

Authors: Ana Merkle, Dragana Valjarević 

Publication date: 12 November 2021

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

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109166

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zbMATH Keywords

causalityfiltrationmeasurable separabilityBayesian experiment

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic systems in control theory (general) (93E03)

Cites Work

• Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects
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• A Note on Noncausality
• Noncausality in Continuous Time
• Causality and Markovian representations
• Causality and Stochastic Dynamic Systems
• Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
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• Statistical causality and separable processes
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• Statistical causality and extremal measures
• Statistical causality, martingale problems and local uniqueness
• Statistical causality and stable subspaces of \(H^p\)

Cited In (6)

• Statistical causality and separable processes
• Order-invariant measures on fixed causal sets
• Causality and statistics on the Groenewold-Moyal plane
• Invariance of statistical causality under convergence
• Causal predictability between stochastic processes and filtrations
• Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales

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