Granger causality and stopping times
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Publication:317155
DOI10.1007/S10986-016-9325-0zbMATH Open1347.60046OpenAlexW2478518475MaRDI QIDQ317155FDOQ317155
Authors: Ljiljana Petrović, Dragana Valjarević, Sladjana Dimitrijević 
Publication date: 30 September 2016
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-016-9325-0
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Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Granger causality and the sampling of economic processes
- Title not available (Why is that?)
- The General Equivalence of Granger and Sims Causality
- A Note on Noncausality
- Noncausality in Continuous Time
- Causality and Markovian representations
- Changes of filtrations and of probability measures
- Causality and Stochastic Dynamic Systems
- Invariance of statistical causality under convergence
Cited In (7)
- Causality between stopped filtrations and some applications
- Validity of Time Reversal for Testing Granger Causality
- Granger causality and the sampling of economic processes
- Geometric and long run aspects of Granger causality
- Statistical causality and local uniqueness for solutions of the martingale problem
- Statistical causality, optional and predictable projections
- Statistical causality and extremal measures
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