Directed information graphs for the Granger causality of multivariate time series (Q2146843)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Directed information graphs for the Granger causality of multivariate time series |
scientific article |
Statements
Directed information graphs for the Granger causality of multivariate time series (English)
0 references
21 June 2022
0 references
directed information
0 references
Granger causality
0 references
multivariate time series
0 references
graphical model
0 references