Statistical Tests for Detecting Granger Causality

DOI10.1109/TSP.2018.2872004zbMath1415.94320OpenAlexW2894067546MaRDI QIDQ4622461

Chandra R. Murthy, Govindan Rangarajan, Ribhu Chopra

Publication date: 12 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2018.2872004

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

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