Identification of Directed Influence: Granger Causality, Kullback-Leibler Divergence, and Complexity (Q2919418): Difference between revisions

@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Measurement of Linear Dependence and Feedback Between Multiple Time Series
+Normal rank
@@ Property / cites work @@
+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
+Normal rank
@@ Property / cites work @@
+Q3783791
@@ Property / cites work: Q3783791 / rank @@
+Normal rank
@@ Property / cites work @@
+A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
+Normal rank
@@ Property / cites work @@
+Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing
+Normal rank
@@ Property / cites work @@
+Vector Autoregressive Model-Order Selection From Finite Samples Using Kullback's Symmetric Divergence
+Normal rank
@@ Property / cites work @@
+Asymptotic bootstrap corrections of AIC for linear regression models
+Normal rank
@@ Property / cites work @@
+A Small Sample Model Selection Criterion Based on Kullback's Symmetric Divergence
+Normal rank