Granger causality between vectors of time series: a puzzling property (Q1726702): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:28, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Granger causality between vectors of time series: a puzzling property |
scientific article |
Statements
Granger causality between vectors of time series: a puzzling property (English)
0 references
20 February 2019
0 references
Granger causality
0 references
Hilbert spaces
0 references
time series
0 references
information set
0 references