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The innovation approach to the identification of nonlinear causal models in time series analysis. (English) Zbl 1067.62095
Brillinger, David R. (ed.) et al., Time series analysis and applications to geophysical systems. Papers presented the workshop, Minneapolis, MN, USA, November 12–15, 2001. New York, NY: Springer (ISBN 0-387-22311-8/hbk). The IMA Volumes in Mathematics and its Applications 139, 196-226 (2004).
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