4 papers
Asymptotic Uncertainty in the Estimation of Frequency Domain Causal Effects for Linear Processes
Nicolas-Domenic Reiter, Jonas Wahl, Gabriele C. Hegerl +1
Structural vector autoregressive (SVAR) processes are commonly used time series models to identify and quantify causal interactions between dynamically interacting processes from o…
Causal Inference on Process Graphs, Part II: Causal Structure and Effect Identification
Nicolas-Domenic Reiter, Jonas Wahl, Andreas Gerhardus +1
A structural vector autoregressive (SVAR) process is a linear causal model for variables that evolve over a discrete set of time points and between which there may be lagged and in…
Causal Inference on Process Graphs, Part I: The Structural Equation Process Representation
Nicolas-Domenic Reiter, Andreas Gerhardus, Jonas Wahl +1
When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we…
Causal inference for temporal patterns
Nicolas-Domenic Reiter, Andreas Gerhardus, Jakob Runge
Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which…