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stat.ME2024
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…
stat.ME2022
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…