Invariance of statistical causality under convergence

DOI10.1016/j.spl.2011.04.021zbMath1218.62005OpenAlexW1998580668MaRDI QIDQ553106

Ljiljana Petrović, Sladjana Dimitrijević

Publication date: 26 July 2011

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

Full work available at URL: https://doi.org/10.1016/j.spl.2011.04.021

zbMATH Keywords

weak convergencefiltrationconditional independence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Foundations and philosophical topics in statistics (62A01) Inference from stochastic processes (62M99)

Related Items (7)

An overview of recent advancements in causal studies ⋮ Granger causality and stopping times ⋮ Statistical causality, martingale problems and local uniqueness ⋮ Statistical causality, optional and predictable projections ⋮ Causality with finite horizon of the past in continuous time ⋮ Causality between stopped filtrations and some applications ⋮ STATISTICAL CAUSALITY AND STABLE SUBSPACES OF

Cites Work

• Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
• A general definition of influence between stochastic processes
• Causality and Markovian representations
• Convergence in distribution and Skorokhod convergence for the general theory of processes
• Dynamic modelling and causality
• Causality and Stochastic Dynamic Systems
• Noncausality in Continuous Time
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• What can Statistics Contribute to a Causal Understanding?
• Prediction with a Generalized Cost of Error Function
• Unnamed Item
• Unnamed Item

This page was built for publication: Invariance of statistical causality under convergence