Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data (Q2158946)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data |
scientific article |
Statements
Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data (English)
0 references
26 July 2022
0 references
time series with missing segments
0 references
non-synchronous recording
0 references
stock market interconnectivity
0 references
DPC
0 references
time shifting technique
0 references
VAR model
0 references
