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
    0 references
    0 references
    21 June 2022
    0 references
    0 references
    directed information
    0 references
    Granger causality
    0 references
    multivariate time series
    0 references
    graphical model
    0 references
    0 references