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Invariance of statistical causality under convergence
- Source :
-
Statistics & Probability Letters . Sep2011, Vol. 81 Issue 9, p1445-1448. 4p. - Publication Year :
- 2011
-
Abstract
- Abstract: In this paper we prove the invariance of some causality relationships between flows of information (represented by filtrations) under some types of convergence. We consider a statistical concept of causality which is based on Granger’s definition of causality, but instead of time series we focus on continuous time processes. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 81
- Issue :
- 9
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 61237401
- Full Text :
- https://doi.org/10.1016/j.spl.2011.04.021