Identification and application of Granger causality graphs of vector autoregressive models using conditional mutual information (Q2887576)
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scientific article; zbMATH DE number 6041975
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| English | Identification and application of Granger causality graphs of vector autoregressive models using conditional mutual information |
scientific article; zbMATH DE number 6041975 |
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1 June 2012
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multivariate time series
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correlation integrals
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permutation tests
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Identification and application of Granger causality graphs of vector autoregressive models using conditional mutual information (English)
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0.8902648091316223
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0.8864195942878723
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0.8294916152954102
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0.8290522694587708
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