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Innovation Approach to the Identification of Causal Models in Time Series Analysis

Innovation Approach to the Identification of Causal Models in Time Series Analysis. T. Ozaki Institute of Statistical Mathematics. ( Wold, Kolmogorov, Wiener, Kalman, Kailath). Innovation Approach. ( Box-Jenkins , Akaike etc.). Causal Model. Ozaki(1985, 1992, 1995, 2000).

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Innovation Approach to the Identification of Causal Models in Time Series Analysis