Granger causality and contiguity between stochastic processes

DOI10.1016/j.physleta.2006.10.024zbMath1197.60036OpenAlexW2027941305MaRDI QIDQ601417

Umberto Triacca

Publication date: 28 October 2010

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2006.10.024

zbMATH Keywords

time seriesHilbert spacesdistancecausalitycontiguity

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Cites Work

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