On the spectral formulation of Granger causality
DOI10.1007/S00422-011-0469-ZzbMATH Open1248.92006DBLPjournals/bc/Chicharro11OpenAlexW2031188761WikidataQ48711061 ScholiaQ48711061MaRDI QIDQ714159FDOQ714159
Authors: 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
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Neural biology (92C20) Biological rhythms and synchronization (92B25)
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Cited In (12)
- On spurious Granger causality
- A nonparametric efficient evaluation of partial directed coherence
- Geometric and long run aspects of Granger causality
- Statistical analysis of single-trial Granger causality spectra
- Spurious Granger causalities in integrated autoregressive moving average processes
- Cardiovascular control and time domain Granger causality: insights from selective autonomic blockade
- Information thermodynamics for interacting stochastic systems without bipartite structure
- Measuring frequency domain Granger causality for multiple blocks of interacting time series
- A Causal Perspective on the Analysis of Signal and Noise Correlations and Their Role in Population Coding
- Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance
- On Wiener-Granger causality, information and canonical correlation
- Measures of generalized magnitude-squared coherence: differences and similarities
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