Granger causality for circular variables
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Publication:662966
DOI10.1016/J.PHYSLETA.2009.05.009zbMath1231.62156arXiv0902.2341OpenAlexW2145082833MaRDI QIDQ662966
Leonardo Angelini, Mario Pellicoro, Sebastiano Stramaglia
Publication date: 13 February 2012
Published in: Physics Letters. A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.2341
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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