Analyzing multiple nonlinear time series with extended Granger causality
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Publication:2462773
DOI10.1016/j.physleta.2004.02.032zbMath1123.62316arXivnlin/0405016OpenAlexW2130535167WikidataQ62862166 ScholiaQ62862166MaRDI QIDQ2462773
Yonghong Chen, Govindan Rangarajan, Mingzhou Ding, Jian-Feng Feng
Publication date: 4 December 2007
Published in: Physics Letters. A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/nlin/0405016
nonlinear time seriesGranger causalityvector autoregressive modelsdelay embedding reconstructionextended Granger causality
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Time series analysis of dynamical systems (37M10)
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