Causality indices for bivariate time series data: a comparative review of performance

DOI10.1063/5.0053519zbMath1546.62028MaRDI QIDQ6556917

Stephen J. Eglen, Tom Edinburgh, Ari Ercole

Publication date: 17 June 2024

Published in: Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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