Open AccessInference on local causality and tests of non-causality in time series
Author(s) -
Taoufik Bouezmarni,
Félix Camirand Lemyre,
JeanFrançois Quessy
Publication year - 2019
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/19-ejs1623
Subject(s) - mathematics , causality (physics) , econometrics , series (stratigraphy) , inference , causal inference , time series , statistics , artificial intelligence , computer science , paleontology , physics , quantum mechanics , biology