A fast method for detecting interdependence between time series and its directionality
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- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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- Nonlinearity Tests Using the Extrema of a Time Series
- PARAMETER SELECTION FOR PERMUTATION ENTROPY MEASUREMENTS
- Partitioning networks into clusters and residuals with average association
- Simulation study of direct causality measures in multivariate time series
- The synchronization of chaotic systems
Cited in
(4)- An improved algorithm for the detection of dynamical interdependence in bivariate time-series
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
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