On Wiener-Granger causality, information and canonical correlation (Q809531)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On Wiener-Granger causality, information and canonical correlation |
scientific article; zbMATH DE number 4213289
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On Wiener-Granger causality, information and canonical correlation |
scientific article; zbMATH DE number 4213289 |
Statements
On Wiener-Granger causality, information and canonical correlation (English)
0 references
1991
0 references
mixed autoregressive moving average models
0 references
linear feedback
0 references
ARMA models
0 references
zero-mean, stationary Gaussian vector processes
0 references
testing Wiener-Granger causality
0 references
stationary multivariate time series
0 references
Geweke's measure
0 references
canonical correlation coefficients
0 references
multicollinearity
0 references
0 references
0 references
0 references
0.8725295
0 references
0.8640824
0 references
0.8600364
0 references
0.8510088
0 references
0.8501302
0 references
0.8448244
0 references
0.84087324
0 references
0.84041643
0 references
