Scale dependence of the directional relationships between coupled time series

DOI10.1088/1742-5468/2013/02/P02042MaRDI QIDQ3301532zbMATH OpenOpenAlexFDO

Authors Amir H. Shirazi, Cina Aghamohammadi, Mehrnaz Anvari, M. Reza Rahimi Tabar, Muhammad Sahimi, Alireza Bahraminasab, J. Peinke, Matteo Marsili

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1742-5468/2013/02/p02042

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Dynamical systems in optimization and economics (37N40) Financial applications of other theories (91G80)

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Cites work

• A robust method for detecting interdependences: Application to intracranially recorded EEG
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Revealing direction of coupling between neuronal oscillators from time series: Phase dynamics modeling versus partial directed coherence
• Stochastic models for large interacting systems and related correlation inequalities

Cited in

(1)

• A fast method for detecting interdependence between time series and its directionality

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