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math.ST2024
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…
math.ST2024
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…