SCOPUS 정보 검색 플랫폼 - 논문 보기

메뉴 건너뛰기

Statistics and Probability Letters

Volumn 81, Issue 9, 2011, Pages 1445-1448

Invariance of statistical causality under convergence

(2) Petrović, Ljiljana a Dimitrijević, Sladjana b

a UNIVERSITY OF BELGRADE (Serbia)

b UNIVERSITY OF KRAGUJEVAC (Serbia)

Author keywords

Causality; Conditional independence; Filtration; Weak convergence

Indexed keywords

EID: 79957518899 PISSN: 01677152 EISSN: None Source Type: Journal
DOI: 10.1016/j.spl.2011.04.021 Document Type: Article

Times cited : (10)

References (13)

1
- 0007360887
- Dynamic modelling and causality
- Aalen O. Dynamic modelling and causality. Scand. Actuar. J. 1987, 177-190.
- (1987) Scand. Actuar. J. , pp. 177-190
- Aalen, O.¹

2
- 33847416508
- What can statistics contribute to a causal understanding?
- Aalen O., Frigressi A. What can statistics contribute to a causal understanding?. Scand. J. Statist. 2007, 34:155-168.
- (2007) Scand. J. Statist. , vol.34 , pp. 155-168
- Aalen, O.¹ Frigressi, A.²

3
- 0007738764
- On weak convergence of filtrations. Seminare de probabilites. Strasbourg, Tome
- Coquet, F., Mémin, J., Slominski, L., 2001. On weak convergence of filtrations. Seminare de probabilites. Strasbourg, Tome. vol. 35. pp. 306-328.
- (2001) , vol.35 , pp. 306-328
- Coquet, F.¹ Mémin, J.² Slominski, L.³

4
- 0030369935
- Noncausality in continuous time
- Florens J.P., Fougères D. Noncausality in continuous time. Econometrica 1996, 64:1195-1212.
- (1996) Econometrica , vol.64 , pp. 1195-1212
- Florens, J.P.¹ Fougères, D.²

5
- 77950465761
- A general definition of influence between stochastic processes
- Gégout-Petit A., Commenges D. A general definition of influence between stochastic processes. Lifetime Data Anal. 2010, 16:33-44.
- (2010) Lifetime Data Anal. , vol.16 , pp. 33-44
- Gégout-Petit, A.¹ Commenges, D.²

6
- 0023592965
- Causality and stochastic dynamic systems
- Gill J.B., Petrović Lj. Causality and stochastic dynamic systems. SIAM J. Appl. Math. 1987, 47:1361-1366.
- (1987) SIAM J. Appl. Math. , vol.47 , pp. 1361-1366
- Gill, J.B.¹ Petrović, L.²

7
- 0000351727
- Investigating causal relations by econometric models and cross spectral methods
- Granger C.W.J. Investigating causal relations by econometric models and cross spectral methods. Econometrica 1969, 37:424-438.
- (1969) Econometrica , vol.37 , pp. 424-438
- Granger, C.W.J.¹

8
- 28144459550
- Some recent developments in a concept of causality
- Granger C.W.J. Some recent developments in a concept of causality. J. Econometrics 1988, 39:199-211.
- (1988) J. Econometrics , vol.39 , pp. 199-211
- Granger, C.W.J.¹

9
- 0011050737
- Convergence in distribution and Schorokhod convergence for the general theory of processes
- Hoover D. Convergence in distribution and Schorokhod convergence for the general theory of processes. Probab. Theory Related Fields 1991, 89:239-259.
- (1991) Probab. Theory Related Fields , vol.89 , pp. 239-259
- Hoover, D.¹

10
- 22244454025
- University of Bergen
- Mykland Per A. Statistical Causality 1986, University of Bergen.
- (1986) Statistical Causality
- Mykland, P.A.¹

11
- 0030565368
- Causality and Markovian representations
- Petrović Lj. Causality and Markovian representations. Statist. Probab. Lett. 1996, 29:223-227.
- (1996) Statist. Probab. Lett. , vol.29 , pp. 223-227
- Petrović, L.¹

12
- 76649098294
- Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
- Petrović Lj., Stanojević D. Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales. J. Math. Model. Algorithms 2010, 9:113-128.
- (2010) J. Math. Model. Algorithms , vol.9 , pp. 113-128
- Petrović, L.¹ Stanojević, D.²

13
- 0005083690
- V.H. Winston and Sons, New York
- Rozanov Yu.A. Innovation Processes 1977, V.H. Winston and Sons, New York.
- (1977) Innovation Processes
- Rozanov, Y.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.