Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method (Q3375402)
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scientific article; zbMATH DE number 5009983
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| English | Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method |
scientific article; zbMATH DE number 5009983 |
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Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method (English)
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8 March 2006
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econophysics
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causality
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correlation
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thermal average
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time series
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0.7895396947860718
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0.7069768905639648
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0.6958529949188232
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0.6924793720245361
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0.6864282488822937
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