The effect of increase of the Granger causality method sensitivity with rise of a measurement noise

DOI10.20537/ND1504003zbMath1338.37122OpenAlexW2316635605MaRDI QIDQ2812574

F. B. Paramonov, Tatiana M. Medvedeva, Ilya V. Sysoev

Publication date: 17 June 2016

Published in: Nelineinaya Dinamika (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/nd500

zbMATH Keywords

time seriesmeasurement noiseGranger causalitycoupling analysis

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

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