Kernel change point detection based on convergent cross mapping

DOI10.1016/J.CNSNS.2022.106318MaRDI QIDQ6495291

Xinlei Ge, Aijing Lin

Publication date: 30 April 2024

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

zbMATH Keywords

transfer entropyconvergent cross mappingdynamic causalitykernel change point detection

Mathematics Subject Classification ID

Parametric inference (62Fxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)

Cites Work

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• Computational Finance
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Multiscale Change Point Inference

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