Computer intensive testing for the influence between time series

MaRDI QIDQ5326835zbMATH OpenFDO

Authors Luiz A. Baccala, Daniel Y. Takahashi, Koichi Sameshima

Publication date 31 July 2013

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Computing methodologies and applications (68U99)

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• Partial directed coherence: twenty years on some history and an appraisal
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