Revisiting causality using stochastics. I: Theory

DOI10.1098/RSPA.2021.0835MaRDI QIDQ6976369zbMATH OpenFDO

Authors Demetris Koutsoyiannis, C. Onof, Antonis Christofides, Zbigniew W. Kundzewicz

Publication date 2 June 2025

Published in Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/RSPA.2021.0835

zbMATH Keywords

causalitysystem identificationstochasticsimpulse response functioncausal systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations and philosophical topics in statistics (62A01) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12)

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Cited in

(2)

• Revisiting causality using stochastics. II: Applications
• Causality from bottom to top: a survey

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