Estimating the efficiency of the Granger causality method for detecting unidirectional coupling in the presence of common low frequency interference
From MaRDI portal
Publication:4595705
DOI10.20537/ND1703004zbMATH Open1386.37078OpenAlexW2763987819MaRDI QIDQ4595705FDOQ4595705
Maksim V. Kornilov, I. V. Sysoev
Publication date: 6 December 2017
Published in: Nelineinaya Dinamika (Search for Journal in Brave)
Full work available at URL: http://mathnet.ru/eng/nd570
Recommendations
- The effect of increase of the Granger causality method sensitivity with rise of a measurement noise
- Effect of rare sampling on estimation of directional couplings from time series
- Detecting changes in coupling with Granger causality method from time series with fast transient processes
- Influence of the choice of the model structure for working capacity of nonlinear Granger causality approach
- Choosing the optimal model parameters for Granger causality in application to time series with main timescale
Cited In (1)
This page was built for publication: Estimating the efficiency of the Granger causality method for detecting unidirectional coupling in the presence of common low frequency interference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4595705)
