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Spectral Rank, Feedback, Causality and the Indirect Method for CARMA Identification

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arxiv 2004.02463 v2 pith:4J65AAUY submitted 2020-04-06 math.DS cs.SYeess.SY

Wenqi Cao , Anders Lindquist , Giorgio Picci This is my paper
classification math.DScs.SYeess.SY
keywords carmacausalityfeedbackidentificationrankspectralaffectbuilding
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Building on a recent paper by Georgiou and Lindquist [1] on the problem of rank deficiency of spectral densities and hidden dynamical relations after sampling of continuous-time stochastic processes, this paper is devoted to understanding related questions of feedback and Granger causality that affect stability properties. This then naturally connects to CARMA identification, where we remark on certain oversights in the literature.

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Cited by 1 Pith paper

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  1. A Multiscaling Fingerprint of Earthquake Diffusion in Seismic Swarms

    physics.geo-ph 2026-07 conditional novelty 5.0 of 10

    Persistent seismic swarms show strong anomalous multiscaling of interevent distances, while the Landers sequence saturates at high moments, suggesting a diagnostic migration fingerprint.

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