70 search results - page 3 / 14 » Causal Search in Structural Vector Autoregressive Models |
JMLR
2011
13 years 21 days ago
2011
A widely agreed upon definition of time series causality inference, established in the seminal 1969 article of Clive Granger (1969), is based on the relative ability of the histor...
CVPR
2003
IEEE
14 years 7 months ago
2003
IEEE
This paper presents a generative model based approach to man-made structure detection in 2D natural images. The proposed approach uses a causal multiscale random field suggested i...
JMLR
2008
13 years 5 months ago
2008
Pointwise consistent, feasible procedures for estimating contemporaneous linear causal structure from time series data have been developed using multiple conditional independence ...
JMLR
2006
13 years 5 months ago
2006
We describe anytime search procedures that (1) find disjoint subsets of recorded variables for which the members of each subset are d-separated by a single common unrecorded cause...
MA
2011
Springer
13 years 21 days ago
2011
Springer
The asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of vector autoregressive moving-average (VARMA) models are derived under the assumption that the errors ...