1 code implementation • 12 Jul 2024 • Juraj Bodik, Olivier C. Pasche
We introduce a rigorous mathematical framework for Granger causality in extremes, designed to identify causal links from extreme events in time series.
1 code implementation • 29 Jul 2023 • Juraj Bodik, Valérie Chavez-Demoulin
Here, we are only interested in identifying the direct causes of one target variable (local causal structure), not the full DAG.