Effect of rare sampling on estimation of directional couplings from time series

zbMATH Open1299.37064MaRDI QIDQ5413097FDOQ5413097

Authors: Dmitry A. Smirnov, Boris P. Bezruchko 

Publication date: 28 April 2014

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zbMATH Keywords

time seriesGranger causalitycoupled nonlinear systemsbidirectional couplingunidirectional coupling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15)

Cited In (2)

• Detecting changes in coupling with Granger causality method from time series with fast transient processes
• Estimating the efficiency of the Granger causality method for detecting unidirectional coupling in the presence of common low frequency interference

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