Article ID Journal Published Year Pages File Type
1152433 Statistics & Probability Letters 2011 4 Pages PDF
Abstract

In this paper we prove the invariance of some causality relationships between flows of information (represented by filtrations) under some types of convergence. We consider a statistical concept of causality which is based on Granger’s definition of causality, but instead of time series we focus on continuous time processes.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Invariance of statistical causality under convergence
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