Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix (Q2955521)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix |
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Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix (English)
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13 January 2017
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spectral density matrix
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Granger causality
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autoregressive model fitting process
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