Statistical inference for local Granger causality

DOI10.5705/SS.202023.0317MaRDI QIDQ7396691zbMATH OpenFDO

Authors Yan Liu, Masanobu Taniguchi, Hernando C. Ombao

Publication date 2026

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/SS.202023.0317

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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