Testing for causality in real time
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- scientific article; zbMATH DE number 3881747
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Cites work
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- scientific article; zbMATH DE number 4047369 (Why is no real title available?)
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- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 3338262 (Why is no real title available?)
- scientific article; zbMATH DE number 3051453 (Why is no real title available?)
- Adaptation and tracking in system identification - a survey
- Design of adaptive algorithms for the tracking of time‐varying systems
- Distribution of a Sum of Weighted Chi-Square Variables
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- ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS
- Least squares estimation in dynamic-disturbance time series models
- On tracking characteristics of weighted least squares estimators applied to nonstationary system identification
- Optimal Recursive Estimation of Dynamic Models
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Cited in
(15)- scientific article; zbMATH DE number 3881747 (Why is no real title available?)
- Sequential tests of causality between environmental time series: with application to the global warming theory
- Nonparametric regression for nonstationary processes
- Short run and long run causality in time series: inference
- scientific article; zbMATH DE number 3926034 (Why is no real title available?)
- Empirical likelihood test for causality of bivariate AR(1) processes
- Detecting and testing causality in linear econometric models
- Time series experiments and causal estimands: exact randomization tests and trading
- Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method
- Performance of adaptive estimators in slowly varying parameter models
- Causal testing
- Inference on one-way effect and evidence in Japanese macroeconomic data
- On a causal analysis of economic time series
- Change detection and the causal impact of the yield curve
- A model-free characterization of causality
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