Causality with finite horizon of the past in continuous time

DOI10.1016/J.SPL.2012.03.032zbMath1255.60124OpenAlexW2033594533MaRDI QIDQ449370

Sladjana Dimitrijević, Ljiljana Petrović

Publication date: 30 August 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.032

zbMATH Keywords

filtrationstochastic processconditional independence

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Granger causality and the sampling of economic processes
• Invariance of statistical causality under convergence
• Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
• A general definition of influence between stochastic processes
• Causality and Markovian representations
• A General Dynamical Statistical model with Causal Interpretation
• Causality and Stochastic Dynamic Systems
• Noncausality in Continuous Time
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• A Stochastic Calculus for Systems with Memory
• What can Statistics Contribute to a Causal Understanding?

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