Fetching the paper…
Reading the bibliography…
Linear causal analysis is central to a wide range of important application spanning finance, the physical sciences, and engineering.
N. Wiener, Extrapolation, interpolation, and smoothing of stationary time series . MIT press Cambridge, MA, 1949, vol. 2
1949
Earlier work this paper cites.
M. Friedman, “The interpolation of time series by related series,” Journal of the American Statistical Association , vol. 57, no. 300, pp. 729–757, 1962
1962
Earlier work this paper cites.
C. W. Granger, “Investigating causal relations by econometric models and cross-spectral methods,” Econometrica: Journal of the Econometric Society , pp. 424–438, 1969
1969
Earlier work this paper cites.
N. R. Lomb, “Least-squares frequency analysis of unequally spaced data,” Astrophysics and space science , vol. 39, no. 2, pp. 447–462, 1976
1976
Earlier work this paper cites.
D. R. Brillinger, Time series: data analysis and theory . Siam, 1981, vol. 36
1981
Earlier work this paper cites.
J. D. Scargle, “Studies in astronomical time series analysis. ii-statistical aspects of spectral analysis of unevenly spaced data,” The Astrophysical Journal , vol. 263, pp. 835–853, 1982
1982
Earlier work this paper cites.
P. J. Brockwell and R. A. Davis, Time Series: Theory and Methods . New York, NY, USA: Springer-Verlag New York, Inc., 1986
1986
Earlier work this paper cites.
C. W. Granger, “Causality, cointegration, and control,” Journal of Economic Dynamics and Control , vol. 12, no. 2, pp. 551–559, 1988
1988
Earlier work this paper cites.
P. Flandrin, “On the spectrum of fractional brownian motions,” Information Theory, IEEE Transactions on , vol. 35, no. 1, pp. 197–199, 1989
1989
Earlier work this paper cites.
P. S. Linsay, “An efficient method of forecasting chaotic time series using linear interpolation,” Physics Letters A , vol. 153, no. 6, pp. 353–356, 1991
1991
Cited alongside, same era.
V. Kumar, A. Grama, A. Gupta, and G. Karypis, Introduction to parallel computing: design and analysis of algorithms . Benjamin/Cummings Redwood City, CA, 1994, vol. 400
1994
Cited alongside, same era.
D. Peleg, “Distributed computing,” SIAM Monographs on discrete mathematics and applications , vol. 5, 2000
2000
Cited alongside, same era.
P. Doukhan, G. Oppenheim, and M. S. Taqqu, Theory and applications of long-range dependence . Springer Science & Business Media, 2003
2003
Cited alongside, same era.
R. S. Tsay, Analysis of financial time series . John Wiley & Sons, 2005, vol. 543
2005
Cited alongside, same era.
W. Palma, Long-memory time series: theory and methods . John Wiley & Sons, 2007, vol. 662
2007
Later among the works it cites.
F. Abergel, J.-P. Bouchaud, T. Foucault, C.-A. Lehalle, and M. Rosenbaum, Market microstructure: confronting many viewpoints . John Wiley & Sons, 2012
2012
Later among the works it cites.
I. Karatzas and S. Shreve, Brownian motion and stochastic calculus . Springer Science & Business Media, 2012, vol. 113
2012
Later among the works it cites.
E. Parzen, Time Series Analysis of Irregularly Observed Data: Proceedings of a Symposium Held at Texas A & M University, College Station, Texas February 10–13, 1983 . Springer Science & Business Media, 2012, vol. 25
2012
Later among the works it cites.
M. Mudelsee, Climate time series analysis . Springer, 2013
2013
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
P. Shang, X. Li, and S. Kamae, “Chaotic analysis of traffic time series,” Chaos, Solitons & Fractals , vol. 25, no. 1, pp. 121–128, 2005
2005
Cited alongside, same era.
T. Hayashi, N. Yoshida et al. , “On covariance estimation of non-synchronously observed diffusion processes,” Bernoulli , vol. 11, no. 2, pp. 359–379, 2005
2005
Cited alongside, same era.
D. B. Percival and A. T. Walden, Wavelet methods for time series analysis . Cambridge university press, 2006, vol. 4
2006
Cited alongside, same era.
M. Hoffmann, M. Rosenbaum, N. Yoshida et al. , “Estimation of the lead-lag parameter from non-synchronous data,” Bernoulli , vol. 19, no. 2, pp. 426–461, 2013
2013
Later among the works it cites.
N. Huth and F. Abergel, “High frequency lead/lag relationships - empirical facts,” Journal of Empirical Finance , vol. 26, pp. 41–58, 2014
2014
Later among the works it cites.