On the spectral formulation of Granger causality

DOI10.1007/s00422-011-0469-zzbMath1248.92006WikidataQ48711061 ScholiaQ48711061MaRDI QIDQ714159

D. Chicharro

Publication date: 19 October 2012

Published in: Biological Cybernetics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10230/43591

zbMATH Keywords

transfer entropy; partial directed coherence; multivariate processes; directed transfer function

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

92C20: Neural biology

92B25: Biological rhythms and synchronization

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