Causality and stochastic realization
نویسندگان
چکیده
منابع مشابه
Causality and stochastic realization
The study of Granger causality has been mainly preoccupied with time series. We will instead concentrate on continuous time processes. Many systems to which it is natural to apply tests of causality take place in continuous time. For example, this is generally the case within economy. In the first part of this paper, we give a generalization of a causality relationship “G is a cause of E within...
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ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 2005
ISSN: 0161-1712,1687-0425
DOI: 10.1155/ijmms.2005.349