A Linear Theory for Noncausality.

Abstract

Different definitions of noncausality (according to Granger, Sims, Haugh and Pierce,...) are analyzed in terms of orthogonality in the Hilbert space of square integrable variables. Conditions, when necessary, are given for their respective equivalence. Some problems of testability are mentioned. Finally noncausality is also analyzed in terms of rational expectations, extending previous results of Sims. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1981
Accession Number
ADA115302

Entities

People

  • J. P. Florens
  • M. Mouchart

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Data Science
  • Hilbert Space
  • Information Science
  • Maximum Likelihood Estimation
  • Military Research
  • Normal Distribution
  • Probability
  • Random Variables
  • Regression Analysis
  • Sequential Analysis
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Stochastic Processes
  • Surveys

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  • Statistical inference.

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  • Space