On the spectral formulation of Granger causality (Q714159)

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scientific article
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On the spectral formulation of Granger causality
scientific article

    Statements

    title
    On the spectral formulation of Granger causality (English)
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    author
    D. Chicharro
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    publication date
    19 October 2012
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    zbMATH Keywords
    partial directed coherence
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    directed transfer function
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    transfer entropy
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    multivariate processes
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    cites work
    Q3947020
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    Q3426050
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    Q5326836
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    Q3323077
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    Q5531487
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    Identifiers

    Mathematics Subject Classification ID
    92C20
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    92B25
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    62M15
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    62M10
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    zbMATH DE Number
    6096115
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    Wikidata QID
    Q48711061
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    OpenAlex ID
    W2031188761
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