On the causality between multiple locally stationary processes

DOI10.1155/2012/261707zbMath1247.60049WikidataQ58697762 ScholiaQ58697762MaRDI QIDQ444212

Junichi Hirukawa

Publication date: 14 August 2012

Published in: Advances in Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a0cbb95c2b28d4b274fd8400659ec274334d480e

zbMATH Keywords

locally stationary processes; concepts of dependence and causality; measures of linear dependence; time-varying spectral densities

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G10: Stationary stochastic processes

62M15: Inference from stochastic processes and spectral analysis

60G12: General second-order stochastic processes

Cites Work

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