Multiresolution granger causality testing with variational mode decomposition: a python software

DOI10.1080/02664763.2025.2492257MaRDI QIDQ6883832zbMATH OpenFDO

Authors Foued Saâdaoui, Hana Rabbouch

Publication date 16 December 2025

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2025.2492257

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Statistics (62-XX) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

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