Validity of Time Reversal for Testing Granger Causality

DOI10.1109/TSP.2016.2531628zbMath1414.94676arXiv1509.07636OpenAlexW2259071027MaRDI QIDQ4619573

Danny Panknin, Stefan Haufe, Daniel Bartz, Irene Winkler, Klaus-Robert Müller

Publication date: 7 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.07636

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Information thermodynamics for interacting stochastic systems without bipartite structure

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