Please use this identifier to cite or link to this item: https://scidar.kg.ac.rs/handle/123456789/10020
Title: Invariance of statistical causality under convergence
Authors: Petrovic L.
Dimitrijević, Slađana
Issue Date: 2011
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. © 2011 Elsevier B.V.
URI: https://scidar.kg.ac.rs/handle/123456789/10020
Type: article
DOI: 10.1016/j.spl.2011.04.021
ISSN: 0167-7152
SCOPUS: 2-s2.0-79957518899
Appears in Collections:Faculty of Science, Kragujevac

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