Analyzing multiple nonlinear time series with extended Granger causality (Q2462773)

From MaRDI portal
Revision as of 00:29, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Analyzing multiple nonlinear time series with extended Granger causality
scientific article

    Statements

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

    Identifiers