Biswas, Rahul; Mukherjee, Somabha Consistent causal inference from time series with PC algorithm and its time-aware extension. (English) Zbl 1523.62005 Stat. Comput. 34, No. 1, Paper No. 14, 21 p. (2024). MSC: 62-08 62M10 68T05 PDFBibTeX XMLCite \textit{R. Biswas} and \textit{S. Mukherjee}, Stat. Comput. 34, No. 1, Paper No. 14, 21 p. (2024; Zbl 1523.62005) Full Text: DOI arXiv
Tarasov, Vasily E. Fractional econophysics: market price dynamics with memory effects. (English) Zbl 07531571 Physica A 557, Article ID 124865, 16 p. (2020). MSC: 82-XX PDFBibTeX XMLCite \textit{V. E. Tarasov}, Physica A 557, Article ID 124865, 16 p. (2020; Zbl 07531571) Full Text: DOI
Tarasov, Vasily E. Fractional nonlinear dynamics of learning with memory. (English) Zbl 1459.34046 Nonlinear Dyn. 100, No. 2, 1231-1242 (2020); corrigendum ibid. 103, No. 2, 2163-2167 (2021). MSC: 34A08 26A33 39A70 47B39 65Q10 PDFBibTeX XMLCite \textit{V. E. Tarasov}, Nonlinear Dyn. 100, No. 2, 1231--1242 (2020; Zbl 1459.34046) Full Text: DOI
Tarasov, Vasily E. Cagan model of inflation with power-law memory effects. (English) Zbl 1474.34332 Comput. Appl. Math. 39, No. 3, Paper No. 207, 17 p. (2020). MSC: 34C60 34A08 91B42 PDFBibTeX XMLCite \textit{V. E. Tarasov}, Comput. Appl. Math. 39, No. 3, Paper No. 207, 17 p. (2020; Zbl 1474.34332) Full Text: DOI
Creamer, Germán G.; Lee, Chihoon A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures. (English) Zbl 1420.91455 Quant. Finance 19, No. 9, 1531-1542 (2019). MSC: 91G20 62P05 91-08 PDFBibTeX XMLCite \textit{G. G. Creamer} and \textit{C. Lee}, Quant. Finance 19, No. 9, 1531--1542 (2019; Zbl 1420.91455) Full Text: DOI
Tarasov, Vasily E.; Tarasova, Valentina V. Macroeconomic models with long dynamic memory: fractional calculus approach. (English) Zbl 1427.91178 Appl. Math. Comput. 338, 466-486 (2018). MSC: 91B64 34A08 91B55 91B62 PDFBibTeX XMLCite \textit{V. E. Tarasov} and \textit{V. V. Tarasova}, Appl. Math. Comput. 338, 466--486 (2018; Zbl 1427.91178) Full Text: DOI
Marowka, Maciej; Peters, Gareth W.; Kantas, Nikolas; Bagnarosa, Guillaume Some recent developments in Markov chain Monte Carlo for cointegrated time series. (English) Zbl 1384.62291 ESAIM, Proc. Surv. 59, 76-103 (2017). MSC: 62M10 65C05 62F15 62P20 PDFBibTeX XMLCite \textit{M. Marowka} et al., ESAIM, Proc. Surv. 59, 76--103 (2017; Zbl 1384.62291) Full Text: DOI
Marttinen, Pekka; Corander, Jukka Bayesian learning of graphical vector autoregressions with unequal lag-lengths. (English) Zbl 1470.68145 Mach. Learn. 75, No. 2, 217-243 (2009). MSC: 68T05 62H22 65C05 PDFBibTeX XMLCite \textit{P. Marttinen} and \textit{J. Corander}, Mach. Learn. 75, No. 2, 217--243 (2009; Zbl 1470.68145) Full Text: DOI