On the spectral formulation of Granger causality (Q714159)
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scientific article; zbMATH DE number 6096115
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the spectral formulation of Granger causality |
scientific article; zbMATH DE number 6096115 |
Statements
On the spectral formulation of Granger causality (English)
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19 October 2012
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partial directed coherence
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directed transfer function
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transfer entropy
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multivariate processes
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