Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data

DOI10.1016/j.physa.2019.01.002OpenAlexW2908536301MaRDI QIDQ2158946

Heba Elsegai

Publication date: 26 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.01.002

zbMATH Keywords

VAR modelDPCnon-synchronous recordingstock market interconnectivitytime series with missing segmentstime shifting technique

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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