Invariance of statistical causality under convergence

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DC Field	Value	Language
dc.contributor.author	Petrovic L.	-
dc.contributor.author	Dimitrijević, Slađana	-
dc.date.accessioned	2021-04-20T14:39:54Z	-
dc.date.available	2021-04-20T14:39:54Z	-
dc.date.issued	2011	-
dc.identifier.issn	0167-7152	-
dc.identifier.uri	https://scidar.kg.ac.rs/handle/123456789/10020	-
dc.description.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.	-
dc.rights	restrictedAccess	-
dc.source	Statistics and Probability Letters	-
dc.title	Invariance of statistical causality under convergence	-
dc.type	article	-
dc.identifier.doi	10.1016/j.spl.2011.04.021	-
dc.identifier.scopus	2-s2.0-79957518899	-
Appears in Collections:	Faculty of Science, Kragujevac

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