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Statistical causality and separable processes
(Science Direct, 2020-11-21)
In this paper we consider the statistical concept for continuous-time stochastic processes,
which is based on Granger’s definition of causality. We, also, show that separability
is directly related to causality concepts. ...
Causality between stopped filtrations and some applications
(2021-11-21)
In this paper we consider the concept of statistical causality in continuous time between
filtrations associated with stopping times, which is based on Granger’s definition of causality.
Especially, we consider a ...