Preprint Journal Papers Statistics

Title:   Statistical Causality for Multivariate Non-Linear Time Series via Gaussian Process Models

Zaremba A., Peters G.W., Aste T.

Title:   Non-Parameteric Gaussian Process Vector Valued Time Series Models and Testing for Causality

Zaremba A., Peters G.W., Matsui T.

Title:   Part A: Copula Decompositions via a Tensor Approximation of Generalized Correlated Diffusions 

Dalessandro A. and  Peters G.W.

Preprint [SSRN]

Title:     Part B: Evaluating Concordance Measures via a Tensor Approximation of Generalized Correlated Diffusions

Dalessandro A. and  Peters G.W.

Preprint [SSRN] and [arXiv]

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