Feedback, causality and distance between ARMA models. (Q1428717)
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scientific article; zbMATH DE number 2062938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feedback, causality and distance between ARMA models. |
scientific article; zbMATH DE number 2062938 |
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Feedback, causality and distance between ARMA models. (English)
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29 March 2004
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The paper investigates the relationship between feedback, causation and distance in the second-order stationary stochastic processes framework, Granger causality and a measure of dissimilarity between ARMA models. Relationships with VAR models are explored.
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ARMA models
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distance
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feedback
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Granger causality
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VAR
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