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• W2159222783 abstract "We provide for the first time a formulation of non-linear, nonstationary causality in terms of mutual information. We provide two fundamental mutual information identities; the first relating Granger type causality to Sims type causality. The second providing a decomposition of mutual information into a sum of Granger and Sims type terms. We also develop asymptotic relations that emerge under strict stationarity and generalise earlier work of Geweke. We relate our work in general with earlier developments." @default.
• W2159222783 created "2016-06-24" @default.
• W2159222783 creator A5091154507 @default.
• W2159222783 date "2008-01-01" @default.
• W2159222783 modified "2023-09-27" @default.
• W2159222783 title "On causality and mutual information" @default.
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• W2159222783 doi "https://doi.org/10.1109/cdc.2008.4738640" @default.
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