Identification and application of Granger causality graphs of vector autoregressive models using conditional mutual information (Q2887576)
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scientific article; zbMATH DE number 6041975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification and application of Granger causality graphs of vector autoregressive models using conditional mutual information |
scientific article; zbMATH DE number 6041975 |
Statements
1 June 2012
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multivariate time series
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correlation integrals
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permutation tests
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Identification and application of Granger causality graphs of vector autoregressive models using conditional mutual information (English)
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