Modified Granger causality in selected neighborhoods
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Publication:2180396
DOI10.1007/978-3-030-26036-1_3zbMATH Open1434.62148OpenAlexW2980456794MaRDI QIDQ2180396FDOQ2180396
Authors: Martina Chvosteková 
Publication date: 14 May 2020
Full work available at URL: https://doi.org/10.1007/978-3-030-26036-1_3
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Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)
Cited In (11)
- Influence of the choice of the model structure for working capacity of nonlinear Granger causality approach
- A nonparametric causality test: detection of direct causal effects in multivariate systems using corrected partial transfer entropy
- Simulation study of direct causality measures in multivariate time series
- Detecting changes in coupling with Granger causality method from time series with fast transient processes
- Granger type causality for nonlinear data
- Selecting time scales for empirical model construction
- Using causal discovery for feature selection in multivariate numerical time series
- Analyzing multiple nonlinear time series with extended Granger causality
- Sparse causality network retrieval from short time series
- Equivalence of Granger causality and transfer entropy: a generalization
- Choosing the optimal model parameters for Granger causality in application to time series with main timescale
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