Measuring frequency domain Granger causality for multiple blocks of interacting time series
DOI10.1007/S00422-013-0547-5zbMATH Open1267.92022OpenAlexW2094195939WikidataQ44709209 ScholiaQ44709209MaRDI QIDQ353890FDOQ353890
Authors: Luca Faes, Giandomenico Nollo 
Publication date: 16 July 2013
Published in: Biological Cybernetics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00422-013-0547-5
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural biology (92C20) Computational methods for problems pertaining to biology (92-08)
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Cited In (6)
- A method for decomposing multivariate time series into a causal hierarchy within specific frequency bands
- On the spectral formulation of Granger causality
- A framework for assessing frequency domain causality in physiological time series with instantaneous effects
- Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis
- Block coherence: a method for measuring the interdependence between two blocks of neurobiological time series
- Extended causal modeling to assess partial directed coherence in multiple time series with significant instantaneous interactions
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