Causality and Markovian representations

Statistics and Probability Letters

Volumn 29, Issue 3, 1996, Pages 223-227

  Petrović, Ljiljana ^a  

^a Faculty of Science

Author keywords

Causality; Hilbert space; Markovian family; Realization; Stochastic dynamic system

Indexed keywords

EID: 0030565368     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00176-X     Document Type: Article

References (9)

1. Gill, J.B. and Lj. Petrović (1987), Causality and stochastic dynamic systems, SIAM J. Appl. Math. 47, 1361-1366.
2. Granger, C.W.J (1969), Investigating causal relationship by econometric models and cross spectral methods, Econometrica 37, 424-438.
3. Lindquist, A., G. Picci and G. Ruckebush (1979), On minimal splitting subspaces and Markovian representations, Math. Systems Theory 12, 271-279.
4. Mykland, P.A., Statistical Theory of Causality, submitted for publication.
5. Petrović, Lj. (1989), Causality and stochastic realization problem, Publ. Inst. Math. (Beograd), 45, 203-210.
6. van Putten, C. and J.H. van Schuppen (1979), On stochastic dynamic systems, Internat. Symp. on Math. Theory of Networks and Systems, Vol. 3 (Delft, 1979) (Western Periodical, North Hollywood, CA) pp. 350-356.
7. Rozanov, Yu.A. (1974), Theory of Innovation Processes (Nauka, Moscow) (in Russian); Innovation Processes, Winston and Sons (distributed by Wiley), Washington, DC (1977) (in English).
8. Rozanov, Yu.A. (1974), Theory of Innovation Processes (Nauka, Moscow) (in Russian); Innovation Processes, Winston and Sons (distributed by Wiley), Washington, DC (1977) (in English).
9. Rozanov, Yu.A. (1982), Markov Random Fields (Springer, Berlin, New York, Heidelberg).