Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data (Q2158946)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data |
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Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data (English)
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26 July 2022
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time series with missing segments
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non-synchronous recording
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stock market interconnectivity
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DPC
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time shifting technique
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VAR model
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