Scale dependence of the directional relationships between coupled time series
From MaRDI portal
Publication:3301532
DOI10.1088/1742-5468/2013/02/P02042zbMath1456.62217OpenAlexW1977753143MaRDI QIDQ3301532
Amir H. Shirazi, Mehrnaz Anvari, Cina Aghamohammadi, Muhammad Sahimi, M. Reza Rahimi Tabar, Joachim Peinke, Matteo Marsili, Alireza Bahraminasab
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Financial applications of other theories (91G80) Dynamical systems in optimization and economics (37N40)
Cites Work
- 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
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- A robust method for detecting interdependences: Application to intracranially recorded EEG