Causality and Markovian representations

DOI10.1016/0167-7152(95)00176-XzbMath0875.93483OpenAlexW2018267635MaRDI QIDQ1126142

Ljiljana Petrović

Publication date: 4 June 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00176-x

zbMATH Keywords

Hilbert spacescausality

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Related Items (14)

Granger causality and stopping times ⋮ STATISTICAL CAUSALITY AND MARTINGALE REPRESENTATION PROPERTY WITH APPLICATION TO STOCHASTIC DIFFERENTIAL EQUATIONS ⋮ Statistical causality and purely discontinuous local martingales ⋮ Statistical causality, optional and predictable projections ⋮ Causality with finite horizon of the past in continuous time ⋮ Statistical causality and orthogonality of local martingales ⋮ Statistical causality and separable processes ⋮ Causality between stopped filtrations and some applications ⋮ Statistical causality and measurable separability of \(\sigma \)-algebras ⋮ Invariance of statistical causality under convergence ⋮ Unnamed Item ⋮ Toward Best Approximation of Nonlinear Systems: A Case of Models with Memory ⋮ STATISTICAL CAUSALITY AND STABLE SUBSPACES OF ⋮ Statistical causality and adapted distribution

Cites Work

• Causality and Stochastic Dynamic Systems
• On minimal splitting subspaces and markovian representations
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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