Causal inference in time series analysis

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

Abstract

Introduction causality for time series graphical representations for time series representation of systems with latent variables identification of causal effects learning causal structures a new parametric model concluding remarks references.
Original languageEnglish
Title of host publicationCausality : Statistical Perspectives and Applications
EditorsC. Berzuini, A.P. Dawid, L. Bernardinelli
Place of PublicationChichester
PublisherJohn Wiley & Sons
Pages327-354
Number of pages28
ISBN (Print)978-0-470-66556-5
DOIs
Publication statusPublished - 1 Jan 2012

Publication series

SeriesWiley Series in Probability and Statistics

Cite this

Eichler, M. (2012). Causal inference in time series analysis. In C. Berzuini, A. P. Dawid, & L. Bernardinelli (Eds.), Causality : Statistical Perspectives and Applications (pp. 327-354). John Wiley & Sons. Wiley Series in Probability and Statistics https://doi.org/10.1002/9781119945710.ch22