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What can statistics contribute to a causal understanding? (English) Zbl 1142.62001

Philosophical and methodological problems of causality analysis in probability and statistics are discussed in a broad manner. Different statistical concepts of causality, such as Granger causality for time series and Schweder causality for Markov processes, are discussed. The role of time in the causality models is emphasized. The authors describe their own model of causality which is based on the Doob-Meyer decomposition for stochastic processes. Applications to medical and genetic studies are discussed.

MSC:

62A01 Foundations and philosophical topics in statistics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G99 Stochastic processes
62P10 Applications of statistics to biology and medical sciences; meta analysis
Full Text: DOI

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