Causality for VARMA processes with instantaneous effects: The global Markov property, faithfulness and instrumental variables
含即时效应的 VARMA 过程：全局马尔可夫性、忠实性与工具变量
Causal reasoning has gained great attention over the last half century as it allows (or at least intends) to answer questions which go above those within the capabilities of classical inferential statistics using just observational data. So far, causal research has been focused mostly on the i.i.d. setting. However, many are the situations where there exists a non-trivial dependence structure between sequential observations. Motivated by this fact, the main purpose of this…