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Choosing the optimal model parameters for Granger causality in application to time series with main timescale - MaRDI portal

Choosing the optimal model parameters for Granger causality in application to time series with main timescale (Q508875)

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scientific article; zbMATH DE number 6681983
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English
Choosing the optimal model parameters for Granger causality in application to time series with main timescale
scientific article; zbMATH DE number 6681983

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    Choosing the optimal model parameters for Granger causality in application to time series with main timescale (English)
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    8 February 2017
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    coupling identification
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    Granger causality
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    time series
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