Testing instantaneous linear Granger causality in presence of nonlinear dynamics
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Publication:650870
DOI10.1016/J.CRMA.2011.10.008zbMath1227.62072OpenAlexW1968901551MaRDI QIDQ650870
Publication date: 7 December 2011
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2011.10.008
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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