Causality in Time Series: Its Detection and Quantification by Means of Information Theory

DOI10.1007/978-0-387-84816-7_8zbMath1155.68502OpenAlexW337383355MaRDI QIDQ3613566

Kateřina Hlaváčková-Schindler

Publication date: 12 March 2009

Published in: Information Theory and Statistical Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-387-84816-7_8

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Pattern recognition, speech recognition (68T10) Communication, information (94A99)

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