Statistical causality and separable processes

被引：2
|
作者：
Valjarevic, Dragana [1 ]
Petrovic, Ljiljana [2 ]
机构：
[1] Univ Pristina Kosovska Mitrovica, Fac Sci, Dept Math, Kosovska Mitrovica, Serbia
[2] Univ Belgrade, Fac Econ, Dept Math & Stat, Belgrade, Serbia
来源：
STATISTICS & PROBABILITY LETTERS | 2020年 / 167卷
关键词：
Filtration; Causality; Separable sigma-algebra; Separable process;
D O I：
10.1016/j.spl.2020.108915
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. More precisely, we provide necessary conditions, in terms of statistical causality, for the space L-p(Omega, G(infinity), P) to be separable. The concept of statistical causality is related to the notion separability of stochastic processes, too. (C) 2020 Elsevier B.V. All rights reserved.
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页数：6
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