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Causality with functional time series

Institutional tag: 

In this talk, we investigate the causality in the sense of Granger for functional time series. The concept of causality for functional time series is defined and a statistical procedure of testing the hypothesis of non- causality is proposed. This procedure is based on a test of equality of covariance operators for dependent processes.

Dates: 
Tuesday, March 7, 2017 - 14:00 to 16:00
Location: 
Inria Lille - Nord Europe, bâtiment A, salle plénière
Speaker(s): 
Matthieu Saumard
Affiliation(s): 
CNAM