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Estimating the efficiency of the Granger causality method for detecting unidirectional coupling in the presence of common low frequency interference - MaRDI portal

Estimating the efficiency of the Granger causality method for detecting unidirectional coupling in the presence of common low frequency interference (Q4595705)

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scientific article; zbMATH DE number 6815811
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Estimating the efficiency of the Granger causality method for detecting unidirectional coupling in the presence of common low frequency interference
scientific article; zbMATH DE number 6815811

    Statements

    Estimating the efficiency of the Granger causality method for detecting unidirectional coupling in the presence of common low frequency interference (English)
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    6 December 2017
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    time series
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    coupling analysis
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    Granger causality
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    low frequency interference
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