Causation and information flow with respect to relative entropy

DOI10.1063/1.5010253zbMath1396.37084OpenAlexW2883264737WikidataQ90708735 ScholiaQ90708735MaRDI QIDQ4683674

X. San Liang

Publication date: 21 September 2018

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.5010253

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10) Measures of information, entropy (94A17)

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A general theory to estimate information transfer in nonlinear systems

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