Noncausality in Continuous Time
From MaRDI portal
Publication:4895062
Recommendations
Cited in
(39)- Causality between stopped filtrations and some applications
- A copula-based model of speculative price dynamics in discrete time
- Inference on local causality and tests of non-causality in time series
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization
- A conditional independence test for dependent data based on maximal conditional correlation
- Granger causality and the sampling of economic processes
- Statistical causality and adapted distribution
- Noncausal counting processes: a queuing perspective
- A general definition of influence between stochastic processes
- Non-causality in bivariate binary time series
- Time-series estimation of the effects of natural experiments
- Granger-causality in Markov switching models
- Granger causality and stopping times
- Causality effects in return volatility measures with random times
- Non-causalité et discrétisation fonctionnelle, théorèmes limites pour un processus
- The relation of different concepts of causality used in time series and microeconometrics
- Causality with finite horizon of the past in continuous time
- Nonparametric tests for conditional independence using conditional distributions
- Stock market's reaction to money supply: a nonparametric analysis
- Statistical causality, martingale problems and local uniqueness
- Invariance of statistical causality under convergence
- Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
- On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling
- Causal predictability between stochastic processes and filtrations
- Simultaneous multivariate Hawkes-type point processes and their application to financial markets
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- scientific article; zbMATH DE number 7387538 (Why is no real title available?)
- Graphical Models for Marked Point Processes Based on Local Independence
- Granger causality and structural causality in cross-section and panel data
- Statistical causality and local uniqueness for solutions of the martingale problem
- A general dynamical statistical model with causal interpretation
- Mixed orthogonality graphs for continuous-time stationary processes
- A martingale approach to continuous-time marginal structural models
- Statistical causality, optional and predictable projections
- Statistical causality and extremal measures
- Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales
- Statistical causality and measurable separability of \(\sigma \)-algebras
- Graphical Models for Composable Finite Markov Processes
- On the Hsiao definition of non-causality
This page was built for publication: Noncausality in Continuous Time
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4895062)
