Measures of mutual and causal dependence between two time series (Corresp.)
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Publication:3030071
DOI10.1109/TIT.1987.1057325zbMath0626.62090MaRDI QIDQ3030071
Publication date: 1987
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
time seriesmeasure of instantaneous causal dependencemeasure of mutual dependencemeasure of unidirectional causal dependence
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)
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