Transfer entropy for coupled autoregressive processes
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Publication:742673
DOI10.3390/E15030767zbMATH Open1325.94046OpenAlexW1984511225MaRDI QIDQ742673FDOQ742673
Authors: Daniel Hahs, Shawn D. Pethel 
Publication date: 19 September 2014
Published in: Entropy (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/e15030767
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Gaussian processes (60G15) Measures of association (correlation, canonical correlation, etc.) (62H20) Information theory (general) (94A15)
Cites Work
Cited In (11)
- The extended Granger causality analysis for Hodgkin-Huxley neuronal models
- An information-theoretic approach to study spatial dependencies in small datasets
- Linearized transfer entropy for continuous second order systems
- Transfer entropy coefficient: quantifying level of information flow between financial time series
- Transfer entropy expressions for a class of non-Gaussian distributions
- Nonlinear transformation on the transfer entropy of financial time series
- Characterization of autoregressive processes using entropic quantifiers
- Information transfer in continuous processes
- Deriving pairwise transfer entropy from network structure and motifs
- Computing algebraic transfer entropy and coupling directions via transcripts
- A general theory to estimate information transfer in nonlinear systems
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