Characterization of causal ancestral graphs for time series with latent confounders

DOI10.1214/23-aos2325arXiv2112.08417OpenAlexW4392605228MaRDI QIDQ6192320

Andreas Gerhardus

Publication date: 11 March 2024

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.08417

zbMATH Keywords

time serieslatent variablecausal inferenceancestral graphcausal discoverycausal graph

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Knowledge representation (68T30) Reasoning under uncertainty in the context of artificial intelligence (68T37) Graphical methods in statistics (62A09) Causal inference from observational studies (62D20)

Cites Work

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• Causal diagrams for empirical research
• Complete Graphical Characterization and Construction of Adjustment Sets in Markov Equivalence Classes of Ancestral Graphs
• Identifying independence in bayesian networks
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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