Analyzing multiple nonlinear time series with extended Granger causality (Q2462773): Difference between revisions

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Property / DOI: 10.1016/j.physleta.2004.02.032 / rank
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Property / author: Jian-Feng Feng / rank
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Property / author: Jian-Feng Feng / rank
 
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Property / arXiv ID: nlin/0405016 / rank
 
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Latest revision as of 19:16, 18 December 2024

scientific article
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Analyzing multiple nonlinear time series with extended Granger causality
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    Analyzing multiple nonlinear time series with extended Granger causality (English)
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    4 December 2007
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    Granger causality
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    extended Granger causality
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    nonlinear time series
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    vector autoregressive models
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    delay embedding reconstruction
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