Granger causality and contiguity between stochastic processes

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 362, Issue 4, 2007, Pages 252-255

  Triacca, Umberto ^a  

^a UNIVERSITY OF L'AQUILA   (Italy)

Author keywords

Causality; Contiguity; Distance; Hilbert spaces; Time series

Indexed keywords

HILBERT SPACES; PHILOSOPHICAL ASPECTS; RANDOM PROCESSES; STATISTICAL TESTS; TIME SERIES;

CAUSALITY; CONTIGUITY; DISTANCE; GRANGER CAUSALITY; PHILOSOPHY OF SCIENCE;

STOCHASTIC SYSTEMS;

EID: 33846204661     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2006.10.024     Document Type: Article

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