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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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