摘要 : Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in the other. Usual methods for causal discovery are n... 展开
作者 | Juraj Bodik Milan Palus Zbynek Pawlas |
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作者单位 | |
期刊名称 | 《Extremes》 |
页码/总页数 | 67-121 / 55 |
语种/中图分类号 | 英语 / O21 |
关键词 | Granger causality Causal inference Nonlinear time series Causality-in-tail Extreme value theory Heavy tails |
DOI | 10.1007/s10687-023-00479-5 |
馆藏号 | O-106 |