scientific article; zbMATH DE number 5968895

MaRDI QIDQ3096140zbMATH OpenFDO

Authors Tianjiao Chu, Clark Glymour

Publication date 8 November 2011

Full work available at URL http://www.jmlr.org/papers/v9/chu08a.html

zbMATH Keywords

additive model regressionconditional independence testcontemporaneous causationGranger causalityocean indices

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

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Cited in

(7)

• Conditional independence graph for nonlinear time series and its application to international financial markets
• Testing if a nonlinear system is additive or not
• Learning causal graphs of nonlinear structural vector autoregressive model using information theory criteria
• Invariant causal prediction for sequential data
• Consistent causal inference from time series with PC algorithm and its time-aware extension
• Characterization of causal ancestral graphs for time series with latent confounders
• Mixture-based estimation of entropy

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