Analyzing multiple nonlinear time series with extended Granger causality (Q2462773)

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Analyzing multiple nonlinear time series with extended Granger causality
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    Analyzing multiple nonlinear time series with extended Granger causality (English)
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    4 December 2007
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    Granger causality
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    extended Granger causality
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    nonlinear time series
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    vector autoregressive models
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    delay embedding reconstruction
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