Scale dependence of the directional relationships between coupled time series

DOI10.1088/1742-5468/2013/02/P02042zbMATH Open1456.62217OpenAlexW1977753143MaRDI QIDQ3301532FDOQ3301532

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

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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)

Cites Work

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

Cited In (1)

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

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