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Publication:2838858
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zbMath1274.62621MaRDI QIDQ2838858

Ilya V. Sysoev, Ó. V. Dikanev, Marina V. Sysoeva

Publication date: 3 July 2013


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinear Granger causalityoptimal embeddingcoupling analysismodel reconstruction from time series


Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)


Related Items (2)

Detecting changes in coupling with Granger causality method from time series with fast transient processes ⋮ Choosing the optimal model parameters for Granger causality in application to time series with main timescale







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