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Detecting direct causality in multivariate time series: a comparative study - MaRDI portal

Detecting direct causality in multivariate time series: a comparative study (Q2025527)

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Detecting direct causality in multivariate time series: a comparative study
scientific article

    Statements

    title
    Detecting direct causality in multivariate time series: a comparative study (English)
    0 references
    author
    Angeliki Papana
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    Elsa Siggiridou
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    Dimitris Kugiumtzis
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    publication date
    14 May 2021
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    zbMATH Keywords
    Granger causality
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    multivariate time series
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    variable selection
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    dimension reduction
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    Monte Carlo simulations
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    describes a project that uses
    MuTE
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    GCCA
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    MVGC
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    Identifiers

    zbMATH DE Number
    7348064
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    OpenAlex ID
    W3134749654
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    arXiv ID
    2011.01379
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