Identification and application of Granger causality graphs of vector autoregressive models using conditional mutual information
zbMATH Open1248.62159MaRDI QIDQ2887576FDOQ2887576
Authors: Yuesong Wei, Zheng Tian, Zhanshou Chen 
Publication date: 1 June 2012
Published in: Control Theory \& Applications (Search for Journal in Brave)
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Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)
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