Statistical causality and orthogonality of local martingales
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References listed on IDEAS
- Medvegyev, Peter, 2007. "Stochastic Integration Theory," OUP Catalogue, Oxford University Press, number 9780199215256.
- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
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KeywordsFiltration; Causality; Local martingales; Orthogonal martingales;
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