Detecting direct causality in multivariate time series: a comparative study (Q2025527)
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scientific article; zbMATH DE number 7348064
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Detecting direct causality in multivariate time series: a comparative study |
scientific article; zbMATH DE number 7348064 |
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Detecting direct causality in multivariate time series: a comparative study (English)
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14 May 2021
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Granger causality
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multivariate time series
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variable selection
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dimension reduction
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Monte Carlo simulations
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0.7657647728919983
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0.734165608882904
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0.7338786721229553
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0.7263772487640381
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