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scientific article; zbMATH DE number 7365720 - MaRDI portal

scientific article; zbMATH DE number 7365720

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Publication:4998049

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DOI10.16383/J.AAS.C180189zbMath1474.62316WikidataQ118421480 ScholiaQ118421480MaRDI QIDQ4998049

Min Han, Weijie Ren

Publication date: 1 July 2021

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

zbMATH Keywords

state space multivariate time series transfer entropy Granger causality analysis

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Causal inference from observational studies (62D20)

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