ICA Based Identification of Time-Varying Linear Causal Model

DOI10.11916/J.ISSN.1005-9113.17130zbMath1449.62125OpenAlexW2981334259MaRDI QIDQ3306534

Hongxia Chen, Jimin Ye

Publication date: 12 August 2020

Full work available at URL: http://hit.alljournals.cn/html/jhit_cn/2019/4/20190405.html

zbMATH Keywords

independent component analysisGranger causality testcausality inferencetime-varying causal model

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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