Unified asymptotic theory for all partial directed coherence forms

DOI10.1098/RSTA.2012.0158zbMath1353.62027OpenAlexW2023218033WikidataQ51186084 ScholiaQ51186084MaRDI QIDQ2955537

Daniel Y. Takahashi, C. S. N. de Brito, Luiz A. Baccala, Koichi Sameshima

Publication date: 13 January 2017

Published in: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rsta.2012.0158

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

Assessing the strength of cardiac and sympathetic baroreflex controls via transfer entropy during orthostatic challenge ⋮ Assessing causality in brain dynamics and cardiovascular control ⋮ Partial directed coherence: twenty years on some history and an appraisal

Cites Work

• Partial directed coherence: a new concept in neural structure determination
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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