Analyzing multiple nonlinear time series with extended Granger causality (Q2462773)
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scientific article; zbMATH DE number 5217436
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Analyzing multiple nonlinear time series with extended Granger causality |
scientific article; zbMATH DE number 5217436 |
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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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0.8296757936477661
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0.8236985206604004
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0.7948296666145325
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0.7823022603988647
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0.7786105871200562
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