Elimination of Third-series Effect and Defining Partial Measures of Causality

DOI10.1111/1467-9892.00240zbMath0981.60044OpenAlexW1974540575MaRDI QIDQ2759337

Yuzo Hosoya

Publication date: 12 December 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00240

zbMATH Keywords

stationary processGranger causalityelimination methodone-way effectpartial causalitySims representation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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