Asymptotic Uncertainty in the Estimation of Frequency Domain Causal Effects for Linear Processes
线性过程频域因果效应估计的渐近不确定性
Structural vector autoregressive (SVAR) processes are commonly used time series models to identify and quantify causal interactions between dynamically interacting processes from observational data. The causal relationships between these processes can be effectively represented by a finite directed process graph - a graph that connects two processes whenever there is a direct delayed or simultaneous effect between them. Recent research has introduced a framework for…