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

MaRDI QIDQ5413097zbMATH OpenFDO

Authors Dmitry A. Smirnov, Boris P. Bezruchko

Publication date 28 April 2014

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)

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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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