Statistical causality and measurable separability of -algebras

DOI10.1016/J.SPL.2021.109166MaRDI QIDQ2244580zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3898000 (Why is no real title available?)
• scientific article; zbMATH DE number 46366 (Why is no real title available?)
• scientific article; zbMATH DE number 4121897 (Why is no real title available?)
• A Note on Noncausality
• Causality and Markovian representations
• Causality and Stochastic Dynamic Systems
• Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Noncausality in Continuous Time
• Nonparametric instrumental regression
• Statistical causality and extremal measures
• Statistical causality and separable processes
• Statistical causality and stable subspaces of \(H^p\)
• Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
• Statistical causality, martingale problems and local uniqueness

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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