On the evaluation of information flow in multivariate systems by the directed transfer function

DOI10.1007/s00422-006-0062-zzbMath1138.62048OpenAlexW2004416535WikidataQ48614426 ScholiaQ48614426MaRDI QIDQ2373185

Michael Eichler

Publication date: 17 July 2007

Published in: Biological Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00422-006-0062-z

zbMATH Keywords

Granger causalityMultivariate time seriesTransfer functionImpulse response functionNeural spike trainsSignificance test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Communication networks in operations research (90B18) General biology and biomathematics (92B05)

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Cites Work

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• Partial correlation analysis for the identification of synaptic connections
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• Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance
• Vector Autoregressions and Causality
• Time-Series Forecasting
• Short Run and Long Run Causality in Time Series: Theory
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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