Learning causal graphs of nonlinear structural vector autoregressive model using information theory criteria
DOI10.1007/S11424-014-1289-8zbMATH Open1310.62104OpenAlexW1972688191MaRDI QIDQ2341588FDOQ2341588
Authors: Yuesong Wei, Zheng Tian, Yanting Xiao 
Publication date: 27 April 2015
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-014-1289-8
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conditional independenceconditional mutual informationcausal graphsnonlinear structural vector autoregressive model
Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90)
Cites Work
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- Constructing structural VAR models with conditional independence graphs
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- AUTOMATIC INFERENCE OF THE CONTEMPORANEOUS CAUSAL ORDER OF A SYSTEM OF EQUATIONS
Cited In (11)
- Temporal causal inference with time lag
- Optimization of the spatio-temporal causal relationships by non-parametric triggering algorithm
- Detecting causality using symmetry transformations
- A graphical approach for identifying causal relationships in nonlinear structural vector autoregressive models
- Reconstructing regime-dependent causal relationships from observational time series
- Extracting informative variables in the validation of two-group causal relationship
- Identification of structural vector autoregressive causal graphical models by information theory criteria
- Causality in Time Series: Its Detection and Quantification by Means of Information Theory
- Least-squares independence regression for non-linear causal inference under non-Gaussian noise
- Causal inference from time series: what can be learned from Granger causality
- Title not available (Why is that?)
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