Statistical causality and measurable separability of σ-algebras-Reference-Cited by-同舟云学术

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Statistical causality and measurable separability of σ-algebras

Published:2021-10 Issue: Volume:177 Page:109166
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Valjarević Dragana,Merkle Ana

Funder

Ministarstvo Prosvete, Nauke i Tehnološkog Razvoja

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference20 articles.

1. Nonparametric instrumental regression;Darolles;Econometrica,2011

2. Probability and Potentials B, Theory of Martingales;Dellacherie,1982

3. The generalized roy model and the cost-benefit analysis of social programs;Eisenhauer;J. Political Economy,2015

4. Exogénéité et non causalité dans un modéle bayésien;Florens,1979

5. Noncausality in continuous time;Florens;Econometrica,1996

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales;Statistics & Probability Letters;2023-06

2. Causal predictability between stochastic processes and filtrations;Stochastics;2023-05-29

3. Predictability and uniqueness of weak solutions of the stochastic differential equations;AN STI U OVID CO-MAT;2023

4. Equivalence to uniqueness in the concept of predictability between filtrations;Filomat;2023

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